Continuity mistake: When the Sheriff and his partner get a fax about Barry Pepper being the Mob boss' son, the Sherrif tells his partner to forget about it, and he then starts to shred the fax. When he first places the fax in the shredder the paper is flopped over away from the Sheriff, when the camera switches angles, the paper is now flopped towards the Sheriff.
Factual error: When the knockaround guys are riding in their rented vehicle from Wibaux, Montana, their license plate starts with a J and is followed by several numbers. In Montana, license plates start with one or two numbers, followed by a P or a T, then four more numbers and one more letter at the end.
Continuity mistake: When Marbles sees the cops when he is carrying the bag with the money in it just after he has landed, there is a shot of him walking towards them, then a shot of the cops. You can see the reflection in the glass in the door of Marbles walking away when the camera is showing the cops, but in the next shot he is still aproaching them.