Broken Base: Averted, very notably. Joel Grey and Alan Cumming played radically different versions of the Emcee, but almost every fan of the show will tell you that both interpretations are completely valid. It helps that both men have expressed professional admiration for the other and encourage fans not to dismiss the other's portrayal.
Critical Research Failure: A minor but odd one that seems to vary from production to production; in the finale, if/when the Emcee reveals his prison uniform, it usually has both an inverted pink triangle and a yellow star. In some versions, the pink triangle is overlayed on a yellow triangle to form a star, like it would in an actual concentration camp. Other versions of the outfit, however, have the star and pink triangle as separate objects on the uniform. This doesn't detract from the Wham Shot or how hard it hits, though.
Fridge Horror: In some versions of the play, the Emcee being revealed to be Jewish adds an extra layer to the Wham Line in "If You Could See Her", especially if one interprets it as him performing it in the actual Kit Kat Klub.
"Funny Aneurysm" Moment: Natasha Richardson played Sally in a 2000's revival... and her singing "From cradle to tomb isn't that long a stay!" has become a lot harsher given she died suddenly and tragically a few years later.
Misaimed Fandom: "Tomorrow Belongs to Me" is popular among neo-Nazis, who are either oblivious to or don't care about its origins, and several racist or neo-Nazi bands have covered it. From the other side, some people don't quite realize exactly what it is about and think its just a general "let's do our best" song, which leads to people singing it at concerts and what have you. It doesn't help that it has a pretty cool rhythm.
Moral Event Horizon: In the 2012 London revival, Ernst Ludwig crosses this at the very end when he kills Sally, the Emcee and the other members of the Kit Kat Klub in a gas chamber.
Out of the Ghetto: As one critic put it - "Fosse made a musical for people who hated musicals."
Best Known for the Fanservice: The musical number everyone remembers from the movie is of course "Mein Herr" - as it features Sally doing a sexy dance around a chair.
Do Not Do This Cool Thing: See "Misaimed Fandom", but even if you're not a neo-Nazi, "Tomorrow Belongs to Me" is sung and filmed in such a way as to be quite stirring, especially when everyone in the park joins in.
Fridge Horror: The editing makes it clear Sally's baby is the Emcee's.
Inferred Holocaust: Literally. The final shot of the movie shows that Sally is performing in front of a crowd of Nazi officers. Fritz and Natalia are now a married couple, Fritz being open about being Jewish - so it's unsure of how things will go for them. Sally too is associated with a club that has been poking fun at the Nazis in their skits a couple of times - so it's unknown if she'll be punished for that at some point. Or else her partying ways will catch up with her like her friend Elsie in the "Cabaret" song.
Misaimed Fandom: Liza Minelli's take on the title song, if Youtube comments are of any indication, is often misinterpreted as a song about enjoying life and living it to the fullest, when it in fact portrays Sally struggling with the regret of leaving Cliff and wallowing in shallow hedonism. The fact that it's sung so upbeat in comparison to other versions (e.g. the 1998 revival) does not help.
The WHAM Line where Brian says he's slept with Maximilian too was shocking to a 1970s audience. Homosexuality had only ever been hinted at or relegated to subtext under the Hays Code - so that revelation was scandalous at the time. Modern viewers however can easily pick up on the Foreshadowing and guess where the story is headed.
Cabaret's game changing Musical World Hypothesis hadn't been seen before - Darling Lili had all the songs as diegetic performances by the singer protagonist - but Cabaret was notable for finding a way to justify musical elements in a dark and gritty story.
Testosterone Brigade: Despite the LGBT fanbase mentioned above, this film does feature Liza Minelli performing in very skimpy and sexy outfits on stage - not to mention wearing very little in public too.
Values Dissonance: The film version has a sequence where Sally suggests that Fritz 'pounce' on Natalia to let her know how she feels about him. When Natalia tells her about this, she claims that at first she was shocked but then realised she liked what was happening. It teeters close to a "Not If They Enjoyed It" Rationalization, but is played somewhat for Cringe Comedy.