In the scene where the coal company executives are trying to bribe the Mayor and Sid Hatfield, the calendar behind the mayor reads September 1920. The historical shootout at the climax occurred in May of 1920, four months beforehand.
Look for the sheriff to remove a gun from someone's hand (by holding the gun by the barrel) after it's been fired four or five times.
The dead Joe can clearly be seen breathing.
The steam locomotive used was ex-New York, Chicago, and St. Louis Railway ("Nickel Plate Road") #765. It was a modern steam locomotive built in the 1940's and thus would not have existed at the time of the events depicted.