Factual error: When Jimmy is in Tucumcari, New Mexico, there is a shot of him talking to Kim and in the distance there is a mountain range. Those are the Manzano Mountains, which are over 150 miles away from Tucumcari. Not only that, besides one small mountain south of the town, no major ranges can be seen from the town at all. Also, they're not even on the right side of the mountains. The side that is shown is the western face of the range, Tucumcari is east of those mountains.
Continuity mistake: Jimmy buys three bowling balls in the second-hand shop and walks out with them in a small carry bag. He tosses three balls over the fence at Howard's car, but then later he is shown in his kitchen with Kim destroying one bowling ball in the same little satchel.
Answer: It might be the Panavision cap he wore when directing his terrible commercials.