At the time, noblewomen wore hoods to conceal their hair as a sign of modesty, and free hair was considered scandalous. Most women in this series are shown with free hair. As a deeply religious woman, Katharine would not have been seen with her hair visible. She always wore an English gable hood which concealed the entire scalp.
Katherine of Aragon had strawberry blonde hair and fair skin and was not nearly as dark as she is portrayed in the series.
In the series, Thomas Wyatt has an on-again/off-again relationship with Queen Catherine's lady-in-waiting. In real life, Wyatt married Elizabeth Brooke, daughter of Thomas Brooke, 8th Baron Cobham, in 1520. However, there is historical evidence that the real Wyatt was infatuated with Anne Boleyn, as shown in the series.
There is no historical record that Margaret Tudor married (and/or murdered) the King of Portugal. She did married James IV of Scotland and became Queen of Scotland.
In several episodes the religion of Anne of Cleves is discussed and Princess Mary is concerned about her Lutheran ways. While the principality ruled by her brother was Protestant as was her brother she herself was born Catholic and died Catholic since her mother raised her and her sisters in that faith.
White was the mourning color of queens, not black. However, Spain's mourning colors were yellow and black. Katherine of Aragon wearing black is historically accurate.
As the series is set between 1491 and 1547, the fiddler is a major anachronism for several reasons. His instrument appears to be a Stradivarius design, the basis for most modern violins. Antonio Stradivari was born in 1644. The violin was held against the chest or stomach, not under the chin, until the 18th century. Finally, violin bows looked like small archery bows until the 19th century, when Francois Tourte invented the reverse curve bow.
In establishing shots introducing scenes in the Vatican St Peter's Basilica is shown complete. The dome of St Peter's was not completed until 1590, over 50 years after the time the series is set and over 20 years after Michaelangelo (who also appears) died. It may be that the producers decided to show the complete basilica in these establishing shots to make it recognizable to the audience.
In one episode a man is seen looking out to sea through a telescope. These were not invented till much later, in the seventeenth century.
As Queen Jane Seymour lays dying, Henry pleads with her not to go, calling her "the milk of human kindness." The phrase was coined thirty years later by William Shakespeare for Lady Macbeth.
Music used in the series was sometimes not appropriate to time. Two examples are Spem in Alium Nunquam Habui, composed by Thomas Tallis about 1570; and Jubilate Deo for 8 voices by Giovanni Gabrieli, who was born at earliest three years before Henry died. Neither of these works could have been performed in the time setting of the series as they had not yet been written.
In real life, Wolsey became ill and died on his way to face trial. He did not commit suicide.