Factual error: The song that Davy Crockett plays on the violin is 'The Mockingbird Quick-Step,' written in 1855, several decades after the events of this movie (and later used by the 'Three Stooges' as a theme song.).
Continuity mistake: After the Baxter/Rojo dinner, the background changes from nightime to daytime at the cemetery, then back to nightime again when Clint kidnaps Mirasol.
Visible crew/equipment: In several scenes there are rectangular arrays of studio lamps visible, reflected in the actors' space helmets.
Factual error: The movie depicts Wes Studi, who is playing the Paiute medicine man "Wovoka," as coming to the Sioux reservation and delivering his vision. Wovoka (aka Jack Wilson) was from Schurz, Nevada 1250 miles away from the Pine Ridge Reservation in South Dakota. He never travelled to South Dakota. What really happened was tribal parties (at great personal risk) travelled to Nevada to get the message and brought it back to the Sioux people. Of course, this message was "modified" somewhat to better fit Lakota culture.
Audio problem: When Bunny (Ramon) is, as Zorro, spelling out "Zorro" on the wall with his whip, the number of whiplash sounds does not match the number of marks in the wall.
Continuity mistake: During the film, Daniel Craig's character rides out to the house where he last saw the woman he was in love with. During the wide shot showing him on his horse riding toward the camera, the device on his wrist is missing. It is obvious if you are paying attention, as he is using the arm which is supposed to have the device to hold the reins of the horse.
Continuity mistake: When Mitch is trying to find the hand, Glen grabs the map. When he grabs the map there is a hole in it, but before he sets it on fire, the hole is gone.
Continuity mistake: This is actually in a deleted scene on the DVD: Jones shoots a mountain lion at night, and it's seen to be completely dark out. The two other men go out to look at it, but when they're walking across the snow, the sky is suddenly pale blue and there's light just below the horizon. It looks like it's just before dawn or just after sunset. But when they reach the dead mountain lion, the sky is suddenly black again, and it looks like it's the middle of the night.
Revealing mistake: When Howard and Curtin chase Dobbs, they pass a dead donkey which is obviously breathing, and the rope used to tie its legs together is visible too.
Continuity mistake: The story takes place in 1901 and Rose is still shown as a toddler. She would have been a teenager by then.
Factual error: Tombstone is nowhere near Monument Valley.
Other mistake: Jack takes the moonshine to Floyd Banner and sells 200 gallons @ $5 a gallon, ie. $1,000. When he gives the money to Forrest he tells him it's $2,000 minus his commission.
Revealing mistake: When Captain Quincy Wyatt interrogates a captive Seminole Native American by threatening him with a poisonous snake, the native is safe because there is a protective piece of glass between him and the snake. The snake's reflection is quite obvious on the glass panel. (01:14:40)
Continuity mistake: After the scene where Sara and Maria tie up Quentin and take pictures of him naked, when they are leaving the hotel with Quentin tied up, Sara's hair is just below her shoulders, but the whole movie her hair is to her waist.
Factual error: In one of the train cars on the way out west, upon being asked by one of his henchman, "When are we going to eat the mice?" Cat R. Wahl replies, "Which would you rather have, the crouton or the entire Caesar salad?" Caesar salad was not invented until the 1920's and the movie takes place in the late 1800's.
Factual error: During the final shoot-out, when Raf shot the man on the roof as he enters town, the wrong flag is displayed - a 48 star flag, but the time setting is the 1880's, when there were fewer states.
Factual error: Steve Judd makes a ten cent bet with Gil Westrum and plops down his dime. When we see the dime we see the worn reverse of a Mercury Dime. Mercury Dimes were not released until October 1916. This movie is set in the early years of the 20th Century, many years before Mercury Dimes were placed in circulation. (00:06:55)
Continuity mistake: In the scene towards the end of the film, when three troopers creep into the church, Margaret Mary hits Sandy over the head. When Margaret Mary starts to speak, a ribbon around her neck curiously unravels itself and disappears behind her back .
Audio problem: The Rabbi's horse is bucking in reaction to the rattlesnake, and all the while the Rabbi is yelling in Yiddish - but his mouth is not moving.
Revealing mistake: Early in the movie, there is a visible circular, plastic looking effect on Gideon's arm as he removes the bullet with the knife. This is more noticeable around his shoulder when he cauterizes his wound with the hot knife.