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.
Factual error: The red chilis hanging in many scenes were developed in 1894 at University of New Mexico. They were not in Texas until the 1920's.