When Jesse and Zee decide to go swimming, there is no evidence of a scar on Jesse's left shoulder. A few scenes later, however, Jesse shows the scar to Pinkerton in the jail cell.
When Jesse first exits the train cart through the door, a shot is fired at him, shattering the adjacent door's window. In the next shot, the window only has a single bullet hole in it.
When Zerelda confronts Jesse after his farm's been burned, her hair keeps changing. The amount of it on her face and being blown by the wind differs erratically.
In the close-up of the locomotive derailing, it is a different locomotive than the one shown pulling the train in all other shots.
When Jesse blows the base of the water tower next to Hyperion Seed and Feed, the initial hit on the building clearly destroys the entire structure. In the next shot, the structure is still intact with just water rushing over the roof where the detectives were shooting from.
The film's opening battle has the guerrillas defeating a Union force. Just after, they're told by Confederate soldiers that General Lee had surrendered the day prior, thereby making the film's date, April 10, 1865. With the war over, the film's Frank and Younger brothers decide to go home immediately.
However, the real James brothers continued their guerrilla activities beyond Lee's surrender. On May 15, 1865, Jesse was shot through his right lung by a Union patrol. Captured and taken to Lexington, Missouri, he swore an oath of loyalty to the United States. Frank James continued his guerrilla activities until he surrendered on July 26, 1865.
However, the real James brothers continued their guerrilla activities beyond Lee's surrender. On May 15, 1865, Jesse was shot through his right lung by a Union patrol. Captured and taken to Lexington, Missouri, he swore an oath of loyalty to the United States. Frank James continued his guerrilla activities until he surrendered on July 26, 1865.
The film's Jimmy Younger dies after being shot in the back during the botched Hyperion Bank robbery. In real life, Jimmy Younger didn't die until the 20th Century. He had a close brush with death during the failed Northfield Robbery where he was shot through the jaw. He escaped but was captured a short time later along with Cole Younger. Jimmy Younger was convicted for his crimes, sentenced to life in prison and was paroled in 1901. He committed suicide the following year.
When Jesse is in Zee's bed after the doc dresses the wound, and the Army is searching the house, Zee covers herself and Jesse with a blanket; when she gets up to put her robe on, you can see that she is wearing an underwire bra. They didn't wear bras in the 1800's, they wore corsets.
As the gang is riding away after Cole is supposed to be hung, you can see evidence of the town's facade.
The gang is stopping a train by placing a cart with fake barrels labeled "TNT" across the tracks.
While TNT was invented in 1863, as a yellow dye, its explosive properties were not recognized until three decades later. The first use of TNT as an explosive was in 1902, used in artillery shells. Therefore, it would make no sense to write "TNT" on the barrels, since no one in the 1860's would associate it with explosives.
Furthermore, TNT is very stable and quite difficult to set off without a detonator, such as a blasting cap. The train hitting the barrels with "TNT" would not cause a detonation.
While TNT was invented in 1863, as a yellow dye, its explosive properties were not recognized until three decades later. The first use of TNT as an explosive was in 1902, used in artillery shells. Therefore, it would make no sense to write "TNT" on the barrels, since no one in the 1860's would associate it with explosives.
Furthermore, TNT is very stable and quite difficult to set off without a detonator, such as a blasting cap. The train hitting the barrels with "TNT" would not cause a detonation.
Throughout the film, Frank James is seen carrying out impressive long-range trick-shots with his Henry rifle. In actuality, one of the downsides of the Henry rifle was its dismal accuracy, as well as its short range compared to the more widely available rifle-muskets. Even modern reproductions are not recommended for hitting man-sized targets past 200 yards.
Frank James is seen throughout the film using a Henry 1860 rifle. In closeup shots, such as when he is sniping the Gatling gun crew, the inscription, "Cal. 44-40" can be read on the barrel. Modern Henry rifle reproductions are available in this caliber, but not original Henrys, which were chambered in .44 RF.
The train stopped by the fake dynamite is clearly of early twentieth century construction. The cars have all-steel bodies, indicating they were built around 1910 or later, and the locomotive's cylinders and running gear are of a design not available until the early 1900s.
During the dance at the farm, a band member plays the banjo, but none is heard. A mandolin is heard, but no one is playing one.
Although the primary setting of the story is Missouri, the landscape, which is rolling hills and plateaus of brush prairie, does not exist in Missouri (that state's landscape is made of dense woods, farmlands, and Ozark Mountain ranges), and reveals the movie's true filming location in the Texas Hill Country.
The wooden table that Frank, Jesse and Cole hid behind in that robbery at the Bank in Northfield, Minnesota could not have protected them that hail of bullets.
After trying to rob the Hyperion bank, shots start firing, the gang blows up the bank, and blows up the water tower, which comes crashing down on the building where the Pinkertons are. With all this going on, we then see two women casually standing on a nearby corner watching.