Factual error: After Pearl Harbor is attacked, all of the radios on the base are tuned in to Roosevelt's "day of infamy" speech. None of the radios were short-wave and FM wasn't widely available, so the likelihood of their hearing a live broadcast was slim to none.
Factual error: Haroun swings on a rope to knock Sheherazade's buyer off his horse and uses it for both to escape the slave market. Only thing is: the entrance to the market place is higher up than the auction platform, so the swing should have ended right in the steps, not on the higher ground.
Factual error: When King Cutler shoots his brother near the end of the film, he uses a revolver, a weapon not produced until the next decade.