Continuity mistake: When the psychiatrist is holding up the horse figurine, the way she's holding it in the closeup is quite different than in the wide shot.
Factual error: About 3/4 into the movie, in the scene where Woody is looking for a place to sleep, he comes upon this other man in a bunk. The guy in the bunk asks Woody if he wants to share his blanket with him because it is cold. Arlo does. In the next scene, outside, it shows the steam locomotive, and to the left of the steamer is a diesel locomotive. It is a Western Pacific GE logo. The movie is 1936 and WP diesels didn't show up till 1953. I was there.