Audio problem: When Mad-dog Tannen is standing over Marty, who is playing possum, you see Tannen cock his gun twice between two shots, although there is no sound effect for the first time. (01:27:50)
Deliberate mistake: During the train sequence at the end of the film in 1885, it is blatantly obvious that the train is not going the speed that the DeLorean's speedometer is showing. In some shots, the train looks as though it is going little more than 20mph. (01:38:55)
Continuity mistake: In the saloon, Mad Dog shoots at Marty, forcing him to dance. Marty goes into his moon walk dance, and just before he launches the spit jug at Mad Dog, he does a jump. Watch as he lands - the jug is suddenly 4 to 6 feet to the right of him.

Visible crew/equipment: During the party scene, towards the end when Marty and Doc are discussing the duel and the fact the train may be late, you can briefly see a PA system center left of frame (bass cab with PA head on top and above it 2 tweeters side by side) it would make sense that a PA system be on set during the scenes so the band and dancers had a soundtrack to mime/dance to. (01:01:29)
Factual error: When Marty travels back to 1885 and meets the Native Americans, we see a view from inside the car with the digital speedometer. The car is still going over 70 when the Indians are less than 2 metres away from the front of the car. There is no way the car would be able to stop that quickly from that speed.
Continuity mistake: In the scene where Marty is driving the black Toyota pickup at the end of the movie, the truck's registration plate is missing - it can be seen when the truck is in the garage at the start of the film. Also the driver's door quarter light (vent window) is open. When we see the inside of the door it is closed. (01:41:45)
Continuity mistake: Just after Doc saves Clara from the ravine, the carriage flips on its side and rolls. In the next shot, it's stopped rolling and is falling neatly straight down. (00:41:30)
Character mistake: At the ravine, upon learning that the bridge doesn't exist yet, Marty states to Doc "We can't wait a year and a half for this to be built". If you carefully look at the sign, it says the bridge is opening Summer 1886. That's under a year away, not a year and a half from Sept. 1885.
Visible crew/equipment: At the drive in theater, Marty says he'll put the boots on when he gets there. The camera pans to the left to follow Marty and Doc as they continue to talk. On the very far left side of the screen, the shadow of the boom mic briefly dips into frame. This happens just before Doc walks over to the DeLorean from his car.
Continuity mistake: While Marty is outside the mine, the sun changes on the floor.
Continuity mistake: While Doc saves Marty from Biff the sun changes between shots.
Revealing mistake: When Buford is about to duel Marty, the back shots of Doc show his hair short, as opposed to the front shots, revealing it's a stand-in.
Deliberate mistake: In the duel with Marty, when Tannen gets fancy spinning his gun, when he places it in the holster the grip is facing forward. They then use effects to turn the gun so the grip is facing back. (01:26:44)
Suggested correction: No, the gun is spinning on his finger and goes into the holster with the grip facing towards the back, which is completely consistent with the spin of the gun.

Revealing mistake: When Doc jumps from the horse to the train, right after he hurries Marty, the man on the horse is an obvious stunt double for Michael J. Fox.
Continuity mistake: When Marty holds the temperature-meter and warns Doc to put the yellow log inside the firebox, his finger suddenly disappears between shots.
Continuity mistake: When Buford hangs Marty, he puts the rope around his neck once. In the close-up the rope goes around twice.
Continuity mistake: When Marty and Buford duel, Seamus' distance to the bartender keeps increasing / decreasing randomly between shots.
Continuity mistake: When the train hits 70 mph the chimney explodes to pieces. When the bar that Clara holds onto breaks the chimney reappears.
Revealing mistake: When the train pushes the DeLorean and hits 70 mph Doc tries to grab Clara. In the wide shots (where we can't see his face) his coat whips, but in the close-ups where we do see his face the coat flutters, revealing that the train was going much faster with the stuntman.
Continuity mistake: After the festival, Marty wakes up and grabs the gun belt, which is missing a bullet. When he mimics in front of the mirror the bullet has magically appeared.