The scenes showing Ted's children are from the original pilot where they are wearing different clothes and the set is slightly different. The reason for this is the need to use the reaction they give in the pilot when Ted tells Robin that he loves her on their first date. The same reaction is used in "Last Cigarette Ever" when the kids find out about the cigarette smoking. By Season 5, no new scenes of the kids' reactions were being shot because they were getting too old to look the same as the first 2 seasons. Thus, the need to use the old footage from the pilot.
In a previous episode Robin smoked and Ted's future children didn't act surprised about it.
When the gang decides to smoke the last cigarette ever, you can clearly see that Lily's cigarette is a fake cigarette (or the cigarette had already been lit).
During the montage of shows Robin's new co-host has been on previously, one of the show's title says "Wakey, Wakey Beaverton" (Oregon), but the picture is of a bridge in Portland.