 CONT: At the end, when the four Hobbits are entering Grey Havens,  Sam is wearing a yellow vest with brown buttons over a white shirt.  When Frodo makes his way onto the ship and turns back to smile at  his friends, Sam is no longer wearing the yellow vest. The vest is  still not there when the three Hobbits turn to leave the Grey  Havens. When Sam is holding his daughter, he is once again wearing  the yellow vest. On the Extended Edition DVD they explain this  mistake.