Factual error: The distance from Lee's Ferry to Lordsburg is over 500 miles, not a trivial distance by stage coach. But in fact, the stagecoach travels several times through Monument Valley, back and forth. Monument Valley is on Navajo Reservation, nowhere near the Apaches or Geronimo.
Factual error: When Cagney surprises Ward Bond in a saloon, they run out the back and across a rail freight yard. They jump onto boxcars of a slow moving train. Bond jumps up between two older wooden-bodied boxcars, A and B. Cagney, in pursuit, jumps up between cars B and C. In the wide shots, car C is seen to be a steel-bodied boxcar built at the earliest in the late 1930's. Events in the movie show the time-line to be set in September, 1893.