Factual error: When Nancy goes in a car in London to score drugs there is a political poster stating 'Labour Isn't Working'. This poster was used by the Conservative party in the 1979 general election - Nancy was killed 9 months prior to this election.
Factual error: The film strongly implies that John Dudley, the Duke of Northumberland, keeps his head (literally) by converting to Catholicism. In fact, he was executed well before Lady Jane Grey was.