Factual error: The entire sequence where the two heroes have to walk rather than ride to escape the posse because it is the Sabbath is completely false. There is a reasonable chance that their lives are in danger from the posse. According to Jewish law, it is forbidden to risk one's life for the Sabbath. In that situation, not only would they be permitted to ride, they would be compelled to. There is no way the rabbi would not know this basic principle.
Factual error: In the wedding reception scene toward the end of the movie, the celebrants are dancing in a circle to Hava Nagilah. The song did not exist in the 1800s. The song is derived from a slow dirge from the early 1800s in Ukraine and was not written as the fast, energetic folk tune we know until around 1918.
Factual error: The locomotive used by the M&O R.R. is a coal-burner, a fuel not employed in locomotive fireboxes until the late 1860s, when bituminous coal mines became prevalent.