The opening credits for the fourth season show a book open to a page that reads "The Untouchables, 1929--1933". This contradicts the chronology of several episodes set in 1934 or 1935.
Several episodes show Frank Nitti taking over control of the Capone organization immediately upon Capone's conviction for tax evasion. Nitti actually was also convicted of tax evasion and sentenced to 18 months in federal prison; he wasn't able to assume control of the Capone organization until his release late in 1932.
The series re-enacted the Prohibition period accurately with regard to clothing, interior design and automobiles, but not hairstyles. Robert Stack, for example, never parted his hair in the middle as Eliot Ness did the entire time he was with the Treasury Department.