Factual error: Each time one of the special Presto-logs begins to burn the locomotive suddenly accelerates. In real life the logs would heat the water faster and generate more steam, but there would be an appreciable time-lag between the time the logs begin to burn and the engine accelerates. Also, train engines must accelerate slowly. If too much power is applied the drive wheels merely spin on the rails.

Factual error: The type of locomotive used in the film was first used in 1896, 11 years later.

Continuity: While at the dance Marty is showing off at the shooting gallery. After shooting all the targets he twirls the gun and hands it back to the booth operator with the barrel in his left hand. Very the next frame shows the gun in his right hand.

Other: When Clara is waiting for the train to stop at the train station and the train has steam coming from in front of the wheels, as it passes by the camera it jolts the camera.

Continuity: At the end of the movie, when Doc and his family leave in their newly built train, the neon lights that flash over the front of the train go from left to right. In the next shot, where the train actually rises from the ground, they go in the opposite direction.

Continuity: Indians (or, more PC, Native Americans) did not "war whoop". Native Americans today actually take offence to this creation of Hollywood.  This was told to me directly by the Director of Native American Exhibits of the Children's Museum in Boston.

Audio problem: When Mad-dog Tannen is standing over Marty, who is playing possum, you see Tannen cock his gun twice between two shots, although there is no sound effect for the first time.