Factual error: When speaking to a member of the the Royal Family in Siam (modern day Thailand), one have to speak "rachasap" or Royal Thai. The movie depicts characters speaking colloquial Thai to the King.
Factual error: The Yonah in the film, portrayed by a 1920's-built replica of an 1830's vintage engine with a 4-2-0 wheel arrangement, is significantly different from the actual engine. The real life Yonah, built in 1849, had a 4-4-0 wheel arrangement just as the General and Texas engines. Also, the Yonah had a cowcatcher, a headlight, and sand box, all of which the engine in the film lacks.
Factual error: The Welsh Guards parading at the start of the film weren't formed until 1915. The film is set in 1872.