We all know Mike was an ultimate perfectionist, but, just like in all movies, his ground-breaking and spectacular short films had some mistakes! I'm not trying to attack him, just point out some funny goofs, for example, continuity errors, revealing mistakes, green screen errors, crew or equipment visible or factual errors.
Bad - Before they go into the subway, Michael takes his gloves off and throws them to the floor and storms out of the building - but when he's leaning up against the column in the subway he has the gloves back on (although he could have picked them up). Before the dance break, Michael is still wearing his black leather jacket but in the next scene he just has his black t-shirt on. Just before Wesley Snipes grabs his hand, Michael makes a fist from the front view, but it is gone from the back view.
Beat It - At 4:30, Michael steps on the man in the white jacket's shoes! In the last dancing part, at around 4:44, one of the backup dancers (in the brown jacket, next to the person in white; the third person to the left of Michael) moves to the right - the opposite direction to everyone else! He also forgets the dance steps a few more times before the end, plus a man waves to the camera just as the video comes to a close.
Billie Jean - Some blocks of the pavement don't light up when he touches them, which is very evident especially when he is by the billboard.
Black Or White - During the panther scene, on his right hand he starts off with finger tape on index, middle and pinky fingers. Then when he's doing the crotch grab on the car his index, ring and pinky fingers are taped. Then once he's off the car it goes back to his index, middle and pinky fingers being taped again. He steps on water at the start of the panther scene, but in another shot none can be seen.
Come Together - In Moonwalker, his shirt goes back and forth between stages of being ripped.
Dirty Diana - His shirt goes back and forth between stages of being ripped.
Smooth Criminal - There are continuity errors with the finger tape placing. The woman takes the money from the wrong pocket (not the one where he put it). However, if you watch the part after he walks down the stairs that drop, after he shoots the baddie, he reaches into the inside pocket where he had put that money and throws it up to three men who are below the stairs. They are likely to be two different sets of money, so it could not be a goof.
Speed Demon - Michael takes his trousers and gloves off. The camera angle then changes to show him taking off his headwear - but with the gloves back on his hand. As he puts it down, tape appears on three fingers!
Thriller - When Michael is walking with Ola past the graves (6:26-31), two studio lights are visible in the upper right hand corner. They move out of sight once the camera zooms into the graves and smoke and Vincent Price's rap starts.
We Are Here To Change The World - In Captain EO during this song, one of the dancers (second from the right in the fourth row back) spins when everyone else dips down, although it is not that obvious.
You Rock My World - In the full version (13:29), at 3:55 the girl's dress which is resting on her shoulders glides down of her right shoulder as Michael touches her back, but at 3:59, when the camera angle changes, it is back on her shoulder.