When Rob dashes out of his office to head home, he forgets to take his hat with him, but he's wearing the hat when he arrives at the house. (Then again, the whole thing is supposed to be a nightmare... )
Several comments have been made regarding the dream sequence and the fact that the actors did a terrible job of "hiding" their thumbs. After watching a late night scary movie, Rob has a very vivid nightmare that beings from the planet Twilow are body-snatching humans and turning them into aliens. These aliens eat nothing but walnuts, drink water to get their daily fresh air, have a second set of eyes in the back of their heads, and eventually their thumbs disappear. The fact that thumbs can be partially seen on some of the now alien hands should be considered an artifact of Rob's nightmare.
After the closet scene, Laura's thumbs are clearly visible. Mary Tyler Moore isn't even attempting to hide them. When the rest of the gang show up to go after Rob, Laura's thumbs are tucked into her hands, but her hands aren't turned the right way, so the camera sees the thumbs.
When the walnuts come out of the closet and Rob is on the ground, the two shots that pan to him clearly show his thumbs. Then when he gets up he tells Laura he lost his thumbs (he is hiding them, but still his hand is slightly turned and you can see part of one)
After the famous closet scene (done in one take) Rob gets the feeling that he is dreaming and he asks Laura to hit him to wake him up, but he says, "I gotta get my thumb backs!", not "...thumbs back", most likely not re-shot due to not wanting to have to re-shoot a cumbersome scene.