Revealing mistake: At the end of the movie, just before Dunbar arrives at the winter camp in the mountains, after being rescued by Wind in his Hair and his men, an old Indian man looks up and see them coming down the mountain. The old man is wearing thermal underwear under his leather tunic.
Continuity mistake: The buffalo that charges Smiles A Lot is shown on its left hand side, with no arrows. But the shot changes and when the buffalo is shown again, he has 3 arrows stuck in his left side.
Factual error: In an opening scene Kevin Costner is seen eating a Delicious Apple, a variety not created until after the Civil War.
Factual error: When Lt. Dunbar gets to the Fort, they show a dove in the rafters. It is a domestic Ringed Turtle-Dove or domesticated Barbary (African Collared) Dove. They likely did not have those doves at the Fort, but rather should have been a Mourning Dove. Rock Doves and chickens were common domestic animals brought for food.
Continuity mistake: When Dunbar 1st finds a bloodied Stands with a Fist mourning on the prairie she has long hair extensions. When he carries her back to the tribe her hair is shoulder length.
Continuity mistake: The Civil War battle scene has trees already turning fall colors, and the cornfield is already showing frost damage with dying top leaves. The likely timing for scenery such as this would be about mid to late September. There wouldn't be enough time for Dunbar's leg to heal, then travel 1000 miles west, then establish rapport with the Sioux, then go on a buffalo hunt, then move to winter quarters before snow flies.
Suggested correction: Maybe he recovered over fall and winter, then traveled west in spring?
Dunbar tells the Army soldiers that have him captured that he arrived at the fort in April.
Continuity mistake: When Timmons is being shot by the Pawnee there is one part where he has 3 arrows in him. The scene switches and quickly goes back to him and now he has 4 arrows. No other shots were taken.
Factual error: When Dunbar saves the native American boy from the charging injured buffalo he jumps off, asks if he's all right then makes two repeated shots from his Henry rifle without cocking the lever. Only special safari guns did that, at a later date.