When Sonny asks Hallie if she has ever heard of "The Madison Square Garden", she replies in the negative even though anyone who works in New York City would have heard of it, and she had no reason to deceive Sonny.
Sonny tends to Rising Star's problem front right leg throughout the movie. However, as Alice and Sonny are leading Rising Star through the mountains, there's one shot of them walking and you can see the bandage is on his front left leg. Next shot shows it back on his front right leg.
The video footage shown on television of Sonny Steele's speech about the horse doesn't match what Alice would have actually shot. The camera movement, lighting and direction of where Steele was facing while talking is completely different.
The white splotch on Rising Star's face reverses itself in subsequent shots when Sonny releases him near the end of the movie. The splotch moves from Rising Star's right eye to left eye and then back again.
When Sonny rides the horse out of Caesars Palace and up the Las Vegas strip past neighboring hotels, he passes at least one casino (famous Vegas Vic cowboy sign outside of Pioneer Club) that is miles away in downtown Las Vegas.
After Hallie Martin tapes a statement by Sonny Steele in the great outdoors, she drives back to town, sees that it's crawling with cops and returns to warn Steele that he can't go back to town because it's crawling with cops. So what do they do? Ditch her car, get in the camper and drive right into town.