Patzer

When Madonna is talking to Chris after the show in Detroit, her ponytail is removed first, then it's back on, then it's seen getting removed again.

Supposedly the live footage is filmed in the United States (she even greets the audience by saying 'All right, America do you believe in love?" but they zoom out so far that one can't see her lips moving). In the United States Madonna was wearing the ponytail. In all the live footage she has curled hair. This means the show was actually filmed in Europe (according to the credits, it was in Paris). There are several references to the live footage being filmed in America, especially "Like a Virgin" in Toronto and "Keep it Together" (the technical problems) in Los Angeles, although that footage was also filmed in Paris.