Continuity mistake: At the start of the train chase Tonto blows the whistle as he passes the bad guy who says "shoot him you idiot". The soldier opens fire with the machine gun and Tonto is suddenly back in front and passing him again.
Factual error: When the lone ranger fires his guns at the train he shoots over 20 times, despite using a 6 shooter. Likewise when Fuller is shooting at Tonto through the roof.
Continuity mistake: At the start of the train chase the woman falls off the side of the steam engine - it cuts to the bad guy standing at the front on the cow catcher and he shouts "get me close." The other bad guy speeds up the train - it cuts to Tonto looking at the train and we see the bad guy climbing down onto the cow catcher, despite already standing on it in the earlier shot.
Continuity mistake: When Tonto is burying the Rangers he brushes dirt on top of John Reid, but after "Silver" arrives and they show his body again the dirt is gone.
Other mistake: When the Lone Ranger is on the roof of the train he shoots at Fuller, who is uncoupling the carriages. He looks back at the train and shouts something - at this point the two trains are on a bend and The Lone Ranger is just coming into view, making his shot at Fuller impossible.
Continuity mistake: When the woman is dropped off the train and lands on silver the area next to the railway track is all clear, but immediately before and after it's all woodland up to the track.
Factual error: Tonto explains to a boy how he showed two men the location of rich silver deposits in exchange for a cheap watch from Sears Roebuck. The scene is to have taken place when Tonto was child, which would be several years prior to 1869, when Tonto was an adult. However, Sears Robuck was not founded until 1886, many years after the story could have taken place.
Factual error: About 3/4 of the way through, a scene shows two trains facing each other, and a band plays "Stars and Stripes Forever" a famous march composed by John Phillip Sousa. However, this march was not composed until 1896, 27 years after the scene supposedly takes place (1869).
Continuity mistake: At the end of the film when the train crashes off the bridge, the bad guy is dragged down underwater with the freight wagons and drowns. The water is shown to be very deep, but when Tonto looks over the edge we can see the steam locomotive and coaches only half submerged in the river, indicating that it's not that deep.
Factual error: The opening scene takes place in 1933 and shows a young boy in a cowboy outfit looking at dioramas in a Wild West exhibit at a carnival. In the background, "Tumbling Tumbleweeds" is playing. While the song was written by Bob Nolan in 1932, it wasn't released until 1934.