Factual error: The irons used to hold Jesse are actually bolted in too far. If they were that far in, the iron bar covering the front part would have to be hollow for however long the piece of iron is.
Continuity mistake: When Jesse and Frank are telling the doctor that his son was killed (right in the beginning of the movie) Jesse gained a lot of beard growth in five minutes. When they are outside talking to Zee, he has just a light beard, and then when they go inside he has a heavier one.
Cole: Sadie was a beautiful woman, Sadie was not a man.
Jesse James: She had a mustache, a nice mustache.
Frank: I think she had more than a mustache.
Cole: Well, she was European.
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