Continuity mistake: When Marty returns to 1985, he goes to his house and gets in his Toyota pick-up. Look closely behind his head when he first gets in the truck, there is no driver-side head rest. But when he picks up Jennifer, when they pull up to the stop sign the head rest is there.
Continuity mistake: Watch the scene with the Indians (just as Marty sticks the DeLorean into reverse) and see the differences of how close and far the Indians are from the DeLorean.
Continuity mistake: When Marty goes back from 1955 to 1885 and meets the Indians, note that none of the Indians shoots any arrows nor do any arrow hit the car. You can see that when he drives the car back into the cave. But when he gets back to the cave after the Cavalry ride, a long arrow sticks out on the side of the car.
Continuity mistake: When the train is coming and is about to run over the DeLorean, the shadow of the train on the wall shows that it is only the locomotive. When the camera changes view, it is a train with freight carriages.
Continuity mistake: When Doc's about to send Marty back to 1885 from 1955, and Marty's dressed up...when Doc's walking back and forth loading up the car - look at the shadow from the building. You see it changes by several feet in a few seconds as the scene was obviously shot throughout the day.
Continuity mistake: When Doc drinks the 'wake up juice', he runs out and puts his head in the horse trough full of water. However, after a shot to Mad Dog Tannen, his shirt is mysteriously dry again.
Factual error: At the end of the train scene just before Marty travels to 1985, the train busts through a road block warning that there's only 1/4 mile of track left before the ravine. Keep in mind that the train is travelling at approximately 70-80 mph by this time. At 70 mph (and not even accelerating) it would only take the train 13 seconds to reach the ravine. The actual time in the movie is at least a minute.
Continuity mistake: When Marty is about to go back to 1885, he starts driving and you see him pass the building: then when it shows the car's tires, you can see he passes by the same building again.
Continuity mistake: When the DeLorean is being pulled by horses, the clouds in the sky change in the next shot.
Continuity mistake: When Clara first sees the train and starts after it on horseback, it is on her right side. She is at the top of a hill and starts down after the train. In the next shot shown from the front of the train you see the horse appear so the train is on Clara's left.
Continuity mistake: When Marty is shot by Buford, he is thrown off his feet and lands on his back. As he does, his poncho flips up, showing his shirt all the up to the middle of his chest. The stove door he is supposedly using as a bulletproof chestplate is conspicuously missing.
Continuity mistake: When Doc and Marty first see each other in 1885, just before they hug, Doc puts his hand on Marty's shoulder, in the next shot it's on his arm.
Deliberate mistake: When Marty is being chased by the Indians, a wide shot with the DeLorean at the bottom of the screen coming towards us and the Indians following reveals the entire background for a mile or two. However, there are no cavalry visible anywhere despite the fact that they pass over the cave in the following shot only five seconds after the last Indian does.
Factual error: When the red Presto-log is burning, rivets begin to blow out of the locomotive, supposedly from the pressure. The rivets in the boiler, which would be subjected to pressure, are not visible on the outside of a locomotive. The rivets which are seen to blow out in the movie are in the smokebox, an area which is subjected to heat and smoke, but no steam pressure.
Continuity mistake: In the last fifteen minutes of the film Marty wears his Wild West clothes, including his brown woolen poncho. The front of the poncho is unmarked, completely intact. Shouldn't it have a bullet hole in it?
Revealing mistake: When Marty and Shamus are sharing a meal at the dinner table, Shamus passes Marty the plate of rabbit. As Shamus hand moves away to let go of the plate, to the bottom right hand corner of the plate, a purple patch appears briefly where the two M. J. Fox actors interact, an error with the Vistaglide camera tech used back then. Easier to spot on Blu Ray Version, better than DVD.