Dix is shown wing-walking on an airplane in flight such that he stands outside a passenger window. Disregarding the question of how he could get from the rear door to the wing, it is impossible because the exterior shots show that the wings are above the passenger windows.
As an airplane flies WSW from Oklahoma to Los Angeles, the sunlight enters the passenger compartment from the starboard windows, which would be facing NNW. The sun on such a flight would be somewhere on the port (south) side of the plane.
In the opening, when Freddie is kissing Nicky, she lifts her head up, and the makeup line can be scene on the bottom of her jaw.
The train used at the beginning has cars marked "New York Central", and Nicky is holding a menu labeled as such in the dining car. However, the steam locomotive is marked as being from the L & N (Louisville & Nashville) Railroad, which operated in the southern U.S., and did not overlap with the NY Central.
The TAT Ford Trimotor the trio flies to Los Angeles in has the modern tail number N9651. In the 1920s it should read NC9651.
Near the beginning of the film, set in the 1920s, when Nicky and Oscar are eating breakfast on a train, they pass another train as seen through the windows. One of the train cars they pass displays a Burlington Northern railroad logo that did not exist before 1970.
The trio stays at a residence that accurately depicts the courtyard housing style that flourished in Los Angeles in the 1920s - individual units accessed from the street via an open-air, decorative courtyard, built in the Mediterranean or Spanish style. However, the complex would have been relatively new at the date the story is set, no more than a few years old, and it would not have shown decades worth of decay with water-stained walls, faded paint, splintering woodwork, etc.