In the beginning when the King's son is saying the prophecy will end tonight the son is on the right. A year later in the movie when that scene was being played again he was on the King's left.
Numerous Roman soldiers are shown with beards or shabby facial hair. At this time, the Romans considered body hair to be barbaric and therefore it was forbidden.
Horse riders have stirrups, which were invented many centuries later.
The old shepherd's mustache is yellowed by nicotine, a sign of habitual smoking. While cannabis and hookah pipes were familiar to the Middle East as early as 2000 BC, tobacco wasn't introduced to the old world until the late 16th century.
King Herod steps out on rampart in Jerusalem during one scene and a large expanse of the city can be seen (as matte painting) in background. During another scene, he steps out on same location and city background is missing (sky background instead).
When Herod is making a sacrifice to atone for his misdeeds in the temple, he offers a bull. According to Leviticus, the proper sacrifice for a ruler who sins is a goat.