Other mistake: The camera shows Jesse's "Prison Train" as it comes down the main line and whistles. As the train approaches the camera the driver opens the cylinder cocks and you see the steam shooting out from the front of the locomotive, at ground level. The steam cocks are never opened on a steam locomotive in motion unless the boiler is too full. They are actually there to let condensate water drip out the cylinders while the locomotive is standing idle, and to help the cylinders warm up by blowing warm steam through them. The action shown is equivalent to driving a car on the highway with loose sparkplugs.
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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