Factual error: When Bob Ford opens the box under the bed, on top is an issue of "The Jesse James Stories" weekly, which was published from 1901-1903 - fully twenty years after the events of this film. (00:36:10)
Factual error: Although the movie was set a few years after the Civil War, the train was equipped with modern automatic couplers.
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.