Factual error: Tombstone is nowhere near Monument Valley.
Factual error: During "On the Atchison, Topeka and the Santa Fe", the train depicted is a Baldwin-built 4-4-0 no. 49, the "Wm. B. Strong." The actual AT&SF no. 49 was a 0-4-0 named "Vulcan", built by Hinkley in 1876. "Wm. B. Strong" was actually AT&SF's second no. 2, and was built in their Topeka shops in 1881.