The best high heel continuity fail I've ever spotted, was with the 1992 Batman Returns film with Michelle Pfeiffer appearing as catwoman.
In long shots, or posing, she wore these: (actual boots)
(From >> here << )
When fighting or performing cartwheels, she was seen to be wearing flat boots, which shouldn't surprise anyone, but ... In one scene she is seen wearing the heeled boots, and in the same scene is also shown wearing flats. The director should have made sure the scene was edited in such a way (or shot in such a way) this fail wasn't possible...