In the prison cell when Freddie is walking on Dirkman's back, if you look on the cell wall behind him, you'll see graffiti of a Nazi swastika on the wall. The movie takes place circa 1930 and the Nazi symbol didn't even exist (at least in America's consciousness) until the late 1930's-1940's. Correction: The swastika was used as good luck symbol long before the Nazis. It was a common Native American symbol of good fortune and was on the official patch of the 45th Infantry Division of the US Army prior to 1930. So it's use as graffiti is not impossible.
While some of the squibs simulating bullet holes during the final shoot-out do leave chips in the wood frames around the windows and doors, some shots reveal that many of the "bullets" were some kind of dark powder projectile. They burst and leave a powdery ring, but the wood is undamaged.
During the final shootout, three men who are fatally shot have bloodstains on their clothing or forehead without any accompanying entry or exit holes.
In the final shootout the spectators are seen way too close behind the police not to be hit, with all the firepower coming out of that house.