Laura Lee tells Josey a joke about two men and a mule and quotes the saying "I'm from Missouri, show me". William VanDiver's speech that coined the phrase wasn't given until 1899, over thirty years after the time the film takes place.
The Gatling guns shown during the massacre of the surrendering confederates are not Civil War period versions of that weapon. The Model 1861 Gatling was a .58 caliber weapon firing from individually loaded brass or steel chambers which were fed into the receiver via a hopper or chute attached to the side of the gun's housing. As a result, the gun's rate of fire was significantly slower than is shown in in the film.
The guns shown in the movie were models of 1867 or later, which were chambered for fixed ammunition, usually 45/70 and fed through a stick magazine on the top of the weapon's receiver.
Towards the end of the film, Josey and Laura Lee exchange jokes about their respective home states. Laura Lee tells a gag about Missouri being the "show-me" state, a nickname which most people agree only dates back to the 1890s, whereas this film is set in the immediate aftermath of the Civil War, in the 1860s.
In the scene where the two men with rifles have Jose they are using trapdoor Springfield rifles that weren't even made till 1866 a year after the civil war ended. It is unlikely at that time that anyone but the army had them.
At one point in the movie there is a soldier playing a 5 string open-back banjo claw-hammer style in the back-ground. Shadows through the leather head of the banjo can be seen. Even though the banjo started to evolve in the late 1840s, the open-back banjo was invented by Arthur Windsor in England after 1887 and "frailing" (claw-hammer style picking) did not become popular until the late 1800s'.
During the last gun battle, Wales pulls two (empty) pistols from his belt and points them at Terrill who is retreating on horseback. Wales pulls the trigger on the first pistol and the hammer falls with a loud "click". Wales points the second pistol and there is a loud "click" but the hammer does not fall.
In the scene where Josie has bought supplies, he is recognized and a gunfight ensues. Josie and Lone Watie kill several Union soldiers. However, a few moments later, as Josie escapes on horseback, the same Union soldiers he just killed are seen rushing into the street to stare after him.
When the Redleg leader is shooting at the Gatling gun, he fires 4 shots. When he runs over to the Gatling gun tent and points his gun in it, you can see all six lead balls sticking out of the front of the cylinder.
When Josey frees Laura Lee and Granny from Commancheros he cuts the ropes binding their hands and you can see Laura Lee's wrists have rope burns from being pulled along. A short time later at Blood Butte, Laura Lee tells Josey dreams are like clouds across a sky-blue mind, and her wrists show no burns at all.
When Fletcher tells Terrill to say which way they're going so that the bounty hunters will hear the wrong information, Terrill looks back over his right shoulder to see the bounty hunters. But when the troops ride away, as seen from a different angle, the bounty hunters are more to Terrill's left.
When Josey Wales is leaving the interior of the store carrying the supplies, he is also carrying the picture postcard of the dead man that the store clerk showed him. When he emerges outside, he is no longer carrying the postcard.
When Josey spits tobacco on the forehead of one of the hillbillies with rifles (that he and Jamie just shot) the dead man's eyes are closed. But when the camera cuts back briefly to show him laying on the ground the dead man's eyes have re-opened.
When Josey is chasing Redlegs from the final battle the camera is filming from overhead and the two pass two Hereford (or white faced cattle). They must have belonged to a modern local rancher since earlier in the film the settlers brought only longhorn cattle (about half a dozen head) with them.
After Josey shoots the two men in the cabin/store where he goes to get a horse, he spits tobacco juice on one man's head and the dead man's eyes squint in reaction.
However, as Josey steps by the body on the way out, the 'dead body' rotates his head away from camera, indicating that he wasn't quite dead yet.