Revealing mistakes: The crates are stacked on the deck with Gloria's crate at the bottom. The crates all appear to be of the same depth, and when seen from outside they appear to be stacked neatly, but there's still light coming into Gloria's crate from the hole in the top even though the hole should be covered by one of the crates stacked on top of hers.
Continuity: Orientation of the word 'GIRAFFE' on Melman's crate changes when he uses it for a tombstone. (From parallel to the arrow to perpendicular)
Incorrectly regarded as goofs: King Julien wouldn't be a king, he would be Queen Julia. In lemur tribes, it's a matriarchal structure and not a patriarchal. The female lemurs are the ones who lead the tribes and do most of the fighting. However, his right hand man did say he was the self-proclaimed king of the lemurs.
Revealing mistakes: When the animals have fallen off the ship, the crates go underwater. You expect that the crates will be filled with water, but they are completely dry.
Incorrectly regarded as goofs: Fossas are spelled "foosa" in the film. This is actually the way the word is spelled by the natives of Madagascar.
Continuity: The interior size of Alex's crate varies from when they are stacked on the ship to when he is on the ocean sleeping.
Incorrectly regarded as goofs: When Skipper asks the talking monkey if he can read, he says that he can't read but Phil can. Earlier on in the film, the talking monkey takes what appears to be a newspaper from a trash can and starts reading it. However, if you look at the newspaper, it is actually a comic.
Errors made by characters (possibly deliberate errors by the filmmakers): When towards the end Marty shows his butt to explain how he knows how much of a pain in the butt Alex is, it is the wrong side of his butt.
Factual errors: The animals take a subway from Central Park to Grand Central Terminal. They are seen on a subway platform on 59th Street and Lexington, which is the correct subway station that you would take from Central Park. However, on the platform, the sign shows the trains 4, 5, and 6 stopping at that stop. At the 59th Street and Lexington station, the 4/5 trains are on a separate platform 5 floors below the platform that stops for the 6 train. There is no one platform with a sign for all three trains to stop.