Bad Export for You: The first UK printings of The End were missing several illustrations - the art for the beginning of Chapter Two, and the last three full-page illustrations (the one at the end of Chapter Thirteen, and both in Chapter Fourteen). In the first case they substituted a photo of Snicket, but it apparently didn't strike anyone as odd that the file they received from the US publishers had three blank pages where the illustrations would normally go and nobody bothered to try and sort out the discrepancy.
Banned in China: Daniel Handler was hoping for some of this, and was disappointed in how little it happened. His one real "victory" was that the books were banned from a school in Georgia due to Olaf's plan to marry his distant relative/adopted daughter Violet in book one, to which he responded "I'm at a loss as to how to write a villain who doesn't do villainous things".
The Heroes Wiki once identified the Baudelaire’s mother’s name as Clarity June.
A preview of The Beatrice Letters claimed that the punch-out letters in the book spelled out the "real" title of the thirteenth book, which was a fan theory (based on a presumption that The End was a placeholder, not the real title) that a bookseller somehow reported as fact.
Every preview of The Beatrice Letters claimed that the punch-out letters would spell out two different secret messages, but if there is a second one, it's nothing more than a Red Herring.
Executive Meddling: The hidden message in The Beatrice Letters was meant to be harder to find, but the book's difficulty level was considerably simplified at the insistence of the publishers.
Limited Special Collector's Ultimate Edition: Numerous rereleases of The Bad Beginning, including one priced higher than the thirteen-book box set. Also, the box sets, which have exclusive artwork. The new paperbacks are aversions because they're much better for about half the price.
Meaningful Release Date: The 13th and final installment was released on Friday, October 13 - a release date which was announced on Friday, January 13 of the same year. Thirteen is the series' Arc Number (There are thirteen books, thirteen chapters in each book, not to mention the fact that the number thirteen appears in almost every page in The End) because of the "unlucky thirteen" thing. (With Friday the Thirteenth essentially being "bad luck day.")
Shrug of God: The fans can't get anything out of Daniel Handler. Because he uses a pseudonym (Lemony Snicket), he can pass it off as an excuse not to say anything about his work in public appearances, since Lemony's the one with the answers and he's just an "humble representative". Since the series ended with a Kudzu Plot, many mysteries unsolved and loose ends, it's particularly jarring.
Word of Gay: Sir and Charles, in a very brilliantly downplayed example. In The Miserable Mill, we are led to believe that they are simply business partners with an extremely lopsided distribution of power, with Charles being too meek to put his foot down to the more domineering Sir's cruel actions. They show up again in The Penultimate Peril, and the conversation the Baudelaires overhear is a lot more tender, with Charles timidly telling Sir that he cares about him, and trying to get Sir to reciprocate. When the hotel burns down, they're holding hands "so they don't lose each other in the blinding smoke". Then this (paraphrased) line from one of Lemony Snicket's love letters in The Beatrice Letters seals the deal: "I will love [Beatrice] until C realizes that S is unworthy of his love." Sir also likes the smell of hot wood. Their relationship is made a bit more explicit in the Netflix series, with Snicket himself pointing out the multiple meanings (and non-exclusivity) of their description as "partners".
General Trivia
At no point in any of the books are the Baudelaires expressly told what V.F.D. stands for; they first hear about it standing for Volunteer Fire Department from Quigley in The Slippery Slope, who isn't certain and is only basing it on what he's been told. The reader, however, is; Snicket's narration confirms that it does indeed stand for Volunteer Fire Department in the thirteenth chapter of The End.
once identified the Baudelaire’s mother’s name as Clarity June.