Factual error: When Wyatt (Kevin Costner) becomes the sheriff/deputy/policeman of Wichita, Kansas, you can plainly see mountains in the background - there aren't any around there. (01:04:47)
Continuity mistake: In the scene where the wagon train is waiting for Wagonmaster Harlow to decide which fork in the road to take, all the shadows are to the left. As they approach Harlow, the shadows are in front and moment later when the wagons move off the shadows are to the right. (00:26:20)