When Rory talks to A.K. about his lacrosse article, she says she didn't even know Yale had a lacrosse team. In Die, Jerk (2003), however, Rory's grandfather compliments her on the lacrosse piece she wrote as part of her try-out for a staff position on the Daily News in her first year at Yale.
Luke needs new luggage for his trip because the duffel bag he has been using for years is falling apart. However, in episode 4.2, "The Lorelais' First Day at Yale", he says that he has a full set of luggage he used for a 7-country cruise he took with Nicole.
While discussing "Final Destination 3", Lorelai and Rory talk about how stupid the premise is to go on a roller coaster after one has escaped death twice before. There are in fact no returning characters in Part 3 from the previous movies.
When Luke is talking to Lorelai, about chaperoning April's school trip to Philadelphia, he talks about passing through Gettysburg, but the route from Woodbridge, CT (where April lives) to Philadelphia does not pass any where near Gettysburg.