Factual error: A thief has stolen 75 million dollars. He runs out with two large duffel bags. All US bills weigh a single gram. This means that $1,000,000 in $100 bills - the largest bills in circulation - weigh around 10 kilograms, or a little over 22 pounds. $75 million would be 1,650 pounds. No way this could be carried in two duffel bags.
Episode #1.1 - S1-E1
Factual error: This is set in 1933. When the killer comes back to his lodgings in episode 1, Lily on the stairs is humming "Somewhere over the rainbow", which was written for The Wizard of Oz in 1939. She also happens to wear bright red shoes, which feels like yet another Wizard of Oz reference. Interesting enough, the subtitles say that she is humming a different song, "Night and day" which she openly sings throughout the series and was already a hit in 1932. (00:44:10)
Factual error: The Saturn in the show is an Ion which stopped production in March of 2007. Therefore, it couldn't be a silver 2009 Saturn they were looking for.
Factual error: Sergeant Bumpher never wears any rank insignia. He appears to just be a constable.