Factual error: The town of El Dorado is located in Texas, as evidenced by the Texas county map on the wall in the County Sheriff's office. However, while on their journey to the town, Thornton and Mississippi shoot at Saugaro Cact, which is only found in the Sonoran Desert in what was then Arizona Territory.
Factual error: Josephine, shooting from above, hits Thornton somewhere around his hips, in the area of his lower thoracic or upper lumbar region. The bullet is never removed, and Thornton has trouble later with his right hand going numb. A bullet pressing on the spinal cord in the area where he got shot would impact his legs and feet, not his arms and hands.
Revealing mistake: During Cole and Mississippi's night patrol, a bunch of horsemen start making a fuss in the street. When Mississippi dives under their horses, there is an interruption between when he dives, and when he (supposedly) lies in the horses' path. Evidently, this scene was made by joining two cuts.
Continuity mistake: During the gun battle at the church, the bad guys are up in the bell tower shooting down on John Wayne's good guys. This is taking place in the middle of the night, but when the camera pans up towards a bad guy being shot in the tower, the sky behind him is obviously bright blue.
Continuity mistake: When Mississippi and Maudie return to the jail to deliver the news of Thornton's capture, and when Maudie begins to tell her part of the story, part of the veil she is wearing slides off her left shoulder. In the close-ups on the actress, the veil stays down, but in the far-off shots the veil is again draped over her shoulder.