Continuity mistake: When Dollarhyde is shot near the end of the film, he falls on the floor of the kitchen and a pool of blood spreads out from underneath him. In the next shot of his body on the floor, the pool of blood has disappeared.
Visible crew/equipment: Near the climax, Will Graham is sneaking through the woods, approaching Dollarhyde's house. In one shot, Graham steps more carefully and glances down; the camera is in front of him moving as he's moving. And for a couple of seconds, the camera dolly tracks are visible behind him, just to his left.
Factual error: When Reba is in the darkroom with Dollarhyde she mentions that he speaks very well but avoids fricatives and sibilants. In linguistics sibilants are a form of fricative and Reba would have known that since she'd obviously studied linguistics. The writers likely meant that he just avoids sibilants (to avoid sounding homosexual) but wanted it to sound more technical. Sibilants in English are the 's' in "see", 'sh' in "shout", 'z' in "zoo", and the 's' in "pleasure". Fricatives would include sibilants as well as the 'f' in "fine", 'v' in "vine", 'th' in "that", and 'th' in "thing" (01:17:30)