Alyson Hannigan wears the same outfit on every show throughout a season, and Penn and Teller wear the same suits. This allows all the acts to be recorded over just a few days and then each show is created by selecting four acts from the group. By wearing the same outfits, there is no break in continuity.
The intro video for the featured magicians are filmed when they go to Las Vegas to perform. They are not played in front of the live audience.