Factual error: When Steve Martin dies with the mask on, the inflation bulbs (the little black bags that inflate and deflate) deflate completely. Actually they should INFLATE completely and stay that way. The gas is still on full blast and Steve is no longer inhaling (which would cause them to deflate). It was done only to emphasize Steve Martin's demise but it's factually incorrect.
Factual error: When Fievel is being dressed by the pigeon there are two American flags in the background. The flags have too many stars for the mid 1880s, when the movie is set.