Factual error: When Bob Ford opens the box under the bed, on top is an issue of "The Jesse James Stories" weekly, which was published from 1901-1903 - fully twenty years after the events of this film. (00:36:10)
Continuity mistake: At the beginning, in the scene where Rayne finds two bodies near a small house, she takes out one of her blades. Firstly, she grabs it in a wrong way (the tonfa-like blades should be held under the arm), but when the camera angle changes she holds it properly.
Continuity mistake: After Evans was shot near the end of the movie, Ben Wade jumped out of the train to look at him. If you look over Wade's shoulder, you will see that Nez (the Apache) had already arrived at his spot, and Campos (the Mexican sharpshooter) threw Wade's gun belt to Charlie Prince. After the movie cut a couple of times, Nez was shown walking up, throwing Wade's gun belt to Campos, who then threw it to Charlie Prince.
Factual error: The movie depicts Wes Studi, who is playing the Paiute medicine man "Wovoka," as coming to the Sioux reservation and delivering his vision. Wovoka (aka Jack Wilson) was from Schurz, Nevada 1250 miles away from the Pine Ridge Reservation in South Dakota. He never travelled to South Dakota. What really happened was tribal parties (at great personal risk) travelled to Nevada to get the message and brought it back to the Sioux people. Of course, this message was "modified" somewhat to better fit Lakota culture.
Continuity mistake: Pickles is killed by multiple stab wounds to the chest and neck, as well as being scalped. But in the scene where Willa finds him, and when he is seen in his body bag, there is not a drop of blood to be seen anywhere on his face or clothes.