Factual error: There's no way that that mail truck would be driven along Highway 1. Choosing that route more than doubles the drive time, turning a six-hour drive into 12-15 hours. They'd take Highway 5, which is fastest but boring for filming purposes.
Factual error: The Germans encounter three enemy tanks, all Russian T-34/85 models that were introduced in mid-1944. Additionally, they shoot at the tanks with an anti-tank gun which is painted sand colour. This colour was not introduced until Feb 1943.
Factual error: The movie feels the need to justify the fact that everyone in 1603 Japan happens to speak English (something most kid movies just gloss over) by explaining that they are trading with Great Britain, and therefore the locals picked up the language. That's real cute, but also blatantly false. Trade with the British empire was rather sparse, mostly with Dutch mediation, and knowledge of the English language was practically nonexistent - here, any peasant and even kids are practically bilingual.
Factual error: In the end scene on the pier, Robert Duvall has Michael Douglas at gunpoint. A closeup of the revolver's chambers shows them to be empty of bullets; yet Duvall then shoots Douglas dead.
Factual error: Detective Beck's daughter states that she had not seen her father for several years. That he lived as a hermit and did not let her in. Then why when she goes with the good alien to where her father used to live, she has the key to get in?