Right before the song "You Can't Get a Man With a Gun," Annie sits down on a bench and opens her mouth wide for her first note; then in a closer shot, she opens her mouth wide again, this time in sync with first note.
During the "The Girl That I Marry" song Annie is sitting with a string of dead birds over her left shoulder. About half way through the song the string falls off her shoulder. At the end of the song it is back over her shoulder without her having replaced it.
In the train, when people starts running for supper and Annie holds Jake above her head, he holds to a red shirt, and he is pointing down. On the next shot, he is holding to the bar that is holding the shirt, and he is pointing up. In the same scene, she has a paper on her belt that disappears in the next shot.
During the number "Can't Get a Man with a Gun," Annie dances around a bench. At one point in the number, she sits on the bench with her rifle in her lap; the rifle barrel is pointing to her right. In the next shot (a medium close-up), the rifle barrel is now pointing to Annie's left.
Before the first shooting match starts, Keenan Wynn's suit changes from a striped suit in the long shot to a check suit in the close shot and back again.
Queen Victoria is shown wearing a full crown in the 1880s. But after Albert's death in 1861, the only crown she ever wore was the tiny crown seen so prominently in many paintings of her and housed to this day in the Tower of London.
When Annie and Frank have an encounter on the train, the sun is setting. In the next shot, the train is still going in the same direction, but a full moon is in the spot where the sun has set. A full moon is opposite of the sun, hence it would have to be in the eastern sky, not in the west.
Just before the first shooting match Annie is trying to convince the hotel owner that she is a good shot. She then shoots the head off the rooster weather vane on top of the hotel. The camera pulls back and up beside the weather vane. The line where the head breaks off is clearly visible and is obviously already broken.
During the shooting match between Annie and Frank, a number of the clay targets actually explode before the "shot" has been taken, and several targets are "hit" despite the rifle not even pointed at the target (most noticeable on Annie's first shot). In addition, neither shooter stops to reload their rifles, despite a continuous barrage of firing.
Annie sees the Statue of Liberty as she returns to America to win Frank Butler's heart. The statue wasn't shipped from Paris until 1885, and wasn't completed in New York harbor until 1886, four years after Frank and Annie Oakley married.
The climax, which is set at the foot of the Statue of Liberty in the early 1880s, shows a 20th-Century New York City skyline, with skyscrapers, as the backdrop.
In the first shooting match scene between Annie and Frank, electric transmission lines can clearly be seen in the background. Historically, this match took place in Cincinnati in 1881. The first electrical transmission grid was not erected until 1886 in Barrington, MA.