The wolf in the film was played by two different wolves. Neither knew how to howl, so a third wolf had to be brought in for the howling scene. See more...
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Continuity: When Kevin Costner gets hit on the head by the top frame of the door, he is knocked out unconscious. Yet, when he gets back up after regaining consciousness, the blood from is head had been running down his nose. Don't you think that as he was lying down in a horizontal position, the blood would run down over the eyes towards the ears?
Continuity: In the scene where Kevin Costner is playing with the wolf on the prairie and the Sioux see him doing so. Costner is on the ground when the wolf runs away and the camera cuts to the Sioux coming toward Costner. In the scene of the Sioux approaching him he is seen in the distance standing. The camera returns to a close-up of Costner and he is on the ground again.
Continuity: At the close of the buffalo hunt, Wind in his Hair cuts out the liver of the buffalo, holding it in two hands. He stands to take a bite out of it and it's already about half its previous size. When he hands it to John Dunbar, it shrinks dramatically in size again, and is a different colour and shape.
Visible crew/equipment: In the scene where the Sioux discover the rotting dead buffalo lying in the valley, as they are riding by them, right after they show a Sioux woman crying, in the background you can see a man with dark hair in a white shirt lying on the ground. In the special edition DVD, if you watch this scene with the commentary on you will hear Kevin Costner and Jim Wilson admit that it is an assistant cameraman trying to get out of the scene.