Other mistake: There is a patch on the jacket Harley (Rourke) wears, that appears and disappears throughout the movie. It's on the front lower right side. It is there when he's standing outside their friends' bar with Marlboro, it's gone when they are inside.
Continuity mistake: There is no way the cow (a Hereford I think) could have given birth to that calf (a Jersey or something like that). [The mom is a mixed-breed BEEF cow, the calf a purebred Jersey DAIRY calf. An amazing feat of animal husbandry.]
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.