Factual error: Part 5, chapter 7. As the guards arrive at Moore's house, he comes out with a long-barrelled revolver, a Buntline Special. In 1932, none of these actually existed - there is a myth that Ned Buntline made 8 guns with such long barrels, but there is no proof they were actually made. Even if the myth should be true in the context of the book, it also states that 7 of the 8 recipients sawed off the barrels to regular length. Colt did eventually make "Buntline Specials", but not until the 1950s.
Continuity mistake: At the start of Part 6, the men let Percy out of the closet. They take the tape off his mouth and he starts to rub his lips, then lowers his hand to speak. Problem is he's still in the straight-jacket at this point.