The blood on Hidalgo's nose as he approaches the finish line disappears for one shot.
When Frank is racing to the finish at the end of the movie, supposedly riding Hildalgo bareback, a saddle appears and disappears between shots.
When Aziz threatens Frank with a dagger, Buffalo Bill pulls out a gun. The dagger disappears from Aziz's hands between shots.
During the course of the movie, the pattern on the right side of Hidalgo's neck changes. At his shoulder, throughout the movie, the pattern changes to having chestnut spots and then having a solid white splotch on his shoulder.
When Frank Hopkins is applying shaving cream to himself, he spreads it all around his chin. In the next shot, we see it covering only half of his chin.
While the train is pulling out prior to Hopkins getting off it shows the rail cars using a knuckle coupler. Although this coupler was not required by law in the US until 1893, 3 years after the movie takes place, it was invented in 1863 and used by some railroads before legally required.
During the escape in the rescue of Jazira, gates are slammed and barred in Hildalgo's path, but the bar securing the gates is on the outside of the residence. Gates are barred on the inside.
When Hopkins boards the City of Paris, men are climbing rigging in the background. The rigging does not go to the top of the tower that supports it. Essentially, they are climbing to nowhere.
A pointed star rowell is shown on Frank's spur. No cowboy with a good, well-trained horse would use such a painful rowell.
Hopkins is repeatedly depicted as fanning his pistol. This is a wildly inaccurate method and was never used except for show.
The well scene features British soldiers preventing the main character from getting water. The British did not have a military presence in that area until after World War One.
Such a see-through yashmak like the one Jazira is wearing would be absolutely unacceptable in Muslim cultures at that time.
It is mentioned that the race goes through Iraq and Syria, but they did not exist as nations until the British drew the borders after World War I.
When Frank looks up at the Statue of Liberty, see she is holding the new gold torch that replaced the old one at the statue's centennial.
The British soldiers are seen to have Lee Enfield rifles and Webley pistols. The Lee Enfield was not adopted by the British Army until 1896, six years after the setting of the film. The Webley model seen was not adopted until the First World War, although a different one was in use at this time.
When "Cowboy" has a rope around Hidalgo's neck, pulling him out of the trap in the trap in the desert, you can see the horse climbing up a wooden plank
One of the purebred Arabian horses is actually an Andalusian. Although it's not totally implausible that such a horse would be there, claiming it is an Arabian purebred is akin to claiming that the Chimichanga originated in Great Britain.
When Frank goes to shake the Sheik's hand, he is told the Sheik can't touch him or he will lose his ability to foretell the future. But just minutes later, when Frank hands the Sheik the Colt revolver, and the Sheik returns it to him, their hands touch.
When Frank is telling Jazira about his Native American background, he says that "shunka wankan" is Sioux for "big dog". The people of this tribe prefer to call themselves "Dakota" or "Lakota", as "sioux" is a word meaning "snake" and was given to the Lakotas by the Crows (enemies of the Lakotas).
Frank rides in to rescue the sheikh's daughter dressed as a Bedouin. However he is still on a very distinctive horse.
The goat herder mentions that his punishment for stealing milk was to have his left hand removed. This is incorrect. The punishment for stealing is to have the offender's RIGHT hand removed so that they would be unable to eat with others, as eating with the left hand is considered unsanitary.