I know that several ThunderCats episodes were broadcast out of order, the best known example of this being the 5 parts of Lion-O’s Anointment Trial. Should these 5 episodes be watched in order one after the other, or in the broadcast order with all the episodes aire in between parts?
For that matter, is there an episode guide for correct order of all the ThunderCats episodes?
You can watch the Trials either way. No storyline threads from other episodes are in the Trials. I can’t help you with the episode guide, though.
If I may shamlessly plug my own efforts here…
I’ve tried my best to accumulate and explain all the different ep orders that have cropped up over the years. Season two seems to be consistantly represented throughout - it’s Season one that generally varies from list to list. Check them out on my site’s ep guide page, here.
Personally, I do prefer the fan order as it is the only one that keeps the Trials together and to me, it seemed that they were meant storyline-wise to take place consecutively, during the same week. CN aired them this way if I remember the re-runs right. It doesn’t harm anything to watch them between other eps either, but it makes less sense to me.
From what I’ve heard from those who worked on the show, maybe Peter Lawrence himself if I recall correctly, eps were produced often in different orders than they aired. The five parters, in particular, had interesting production orders although it seems, none of the other multi-part eps had as much “trouble” being aired as a group. Maybe it’s something we should be asking more folks who were involved with the show. My memory, admittedly, pretty well sucks 
Chris here…
IMO, the Anointment Trials episodes have to be watched back-to-back to get the most out of them - they are written so that the events in the episodes take place on consecutive days, the most obvious visual clue for this being that every time Lion-O bests a ThunderCat in each trial, he adds their insignia to his belt, and so each Anointment Trial episode he has another insignia added. 
Take care…
Agreed…I believe in “canon time” it actually takes place consecutively for that which He-Fan mentions and for other reasons…as in if I remember right they reference the “week” of anointment trials and having to face the next opponent “tomorrow”, too, in the eps themselves.
Do I prefer them back-to-back? Yes.
Is it the end of the universe if they’re not shown that way? No. Apply a little common sense and the world rights itself