What If... Captain Carter Were the First Avenger? - S1-E1
Factual error: In the intro, we are shown how Nazi Germany spreads across Europe - but after showing Denmark being conquered, it is shown to start spreading across Sweden. Sweden was never occupied by the Germans in WWII.
Suggested correction: I feel like this falls under the "Not a mistake because it's an alternate universe" umbrella. We're in an entirely different universe with a different timeline in this episode.
The show also makes a point that the only difference should be the minor choices or events befalling the MCU characters, and how these minor things have huge consequences for them, basically creating a new, alternate timeline. Basic world history before these events is not affected by the new timeline.
Suggested correction: The black spot spreading is not representing territory physically conquered by the Nazis, but more of their sphere of influence expanding. It is a steady spread and not a true representation of the war's progression. You can notice how Switzerland is also covered by the black, even though it was neutral during the war. Nor was Italy conquered, but their ally instead.