Factual error: In the first scene of the shoot out competition where Di Caprio is loading his revolver, the ammunition is modern headstamped R-P 44 Colt ammunition. This is modern 1990-2000 ammo.
Suggested correction: It is stamped 45, not 44.
Factual error: When Herod shoots Cantrell for the last time, the entry wound is roughly the size of a tennis ball in his head. There is no way a gun of that period could make a hole that big.
Continuity mistake: In the final gun fight, Stone is about to shoot Hackman a second time. Her arm is extended as she is about to fire. The scene shows Hackman and then goes back to Stone. Her arm is now bent as if she is drawing to shoot.
Continuity mistake: As the duel between Cort and Spotted Horse begins, Russell Crowe is shown from a distance. He is standing in a "ready" position, with his feet apart and knees and elbows flexed, swaying slightly. In the close up that immediately follows, he's standing up straight and motionless with his right hand above his gun and left hanging at his side.
Other mistake: After Herod shoots Ellen Doc Wallace examines her and says she is dead. Obviously he is in league with Ellen and Cort, using the red ink to make her look dead. But earlier he says that Spotted Horse is dead, having "examined" him from several feet away. He is wrong, because Spotted Horse gets up and fires several shots at Cort. He would have no reason to fake that death, and is apparently a qualified doctor.
Other mistake: Final showdown between Ellen and Herod. The first shot hits him in the torso. He does not move and seems surprised to find a hole there. Second shot to the head, from the same gun, lifts him off his feet and drives him back several feet, a very different reaction. Quite possibly at some point it was supposed to be Cort that shoots him first, from behind Ellen. Ellen would be wounded but then fire the killing shot.
Continuity mistake: While Helen kills Herod the sun on the floor is changing between shots.
Continuity mistake: When Helen confronts Priest, the sun changes between shots.
Factual error: In the bar when the lady buys herself a drink before getting challenged to her first fight, she drops a nickel on the table. It's a Jefferson nickel, not minted until 1913.