When Capone enters the Cicero Hotel Coffee Shop; he and his henchman are served by a blonde waitress. But on the next immediate cut after hearing a police alarm; the waitress is now not there. Then on the next immediate cut as Capone goes to the door to investigate; she is now seen again.
The narration claims that Capone was sent to Alcatraz after his conviction for tax evasion. In reality, he was ordered to serve his sentence at the federal penitentiary in Atlanta. He was later transferred to Alcatraz because of accusations that he was manipulating the system at the Atlanta facility.
The voice-over narration describing the start of Prohibition states "Now that it was illegal, the public got even thirstier." In actual fact, alcohol consumption decreased substantially, especially early on, and although it recovered somewhat, it did not reach its pre-prohibition level.
Johnny Torrio tells Al Capone that prohibition starts on January 16. However, that is wrong. Prohibition actually started on January 17, 1920 (one year from ratification of the 18th Amendment).
The sidewalk U.S. mailbox in front of the theatre near the Cicero Hotel is facing the wrong way. The front which is the chute for the mail-drop is facing perpendicular to the theatre when it should be facing parallel to it.
Al Capones had two scars on his left cheek according to actual (if rare - Capone disliked being photographed to show them as is correctly pointed out in the film) photos. The depiction in films like The St. Valentine's Day Massacre (1967) and Capone (1975) is closer to the truth.