In the final scenes the US military come upon the recently vacated camp. Many of the soldiers are wearing overcoats with rank stripes and yellow lining. This is set during the civil war (1861 - 1865) Overcoats had no colored lining and no rank stripes. The coats worn in the film did not appear until 1883.
The round tin kerosene can seen close-up for a few seconds as Dunbar prepares to burn off rubbish left at the abandoned outpost is clearly marked NPRY for Northern Pacific Railway - which laid its first track about five years after Dunbar is supposed to have arrived at the post (and that track was in a different state).
In the scenes taking place at Ft. Hays, the windmill seen in several shots is too modern. The film takes place in 1863; the windmill shown is a steel, self-oiling model, which was not invented until after 1900.
During the beginning of the great buffalo shooting you can clearly hear someone shout, "Here we go" while the camera is focused on Dunbar. (This audio track can be heard on the European (4 hour) version)
When Sgt Bauer is running away from the river fight, he is holding a Remington Model 1858 Revolver, but when he encounters Smiles A Lot on the bank of the river and tries to shoot him (the gun misfires), he is holding a Colt 1860 Army revolver
As Dunbar starts his second ride across the Confederate lines, we see him kick his horse with the booted heel of his right foot with no apparent reaction. Yet this is the injured foot where he had to bite on a piece of wood to bear the pain of pulling a boot on only a short while before.
Throughout the movie, Lt. Dunbar wears the yellow shoulder boards of a cavalry officer on his army jacket. In the scenes leading up to just before the Sioux war party leaves camp to attack the Pawnee, Lt. Dunbar has traded this jacket with Wind In His Hair for a breast plate. In the next sequence, the Sioux war party is leaving camp to attack the Pawnee and Wind In His Hair is seen wearing this jacket while on horseback, but the shoulder boards on it are now blue, the color worn by infantry officers.
After Dunbar and Stands With A Fist are married, they enter their teepee and close the door which is hinged on the right. A few "days" later, Kicking Bird calls for Dunbar to come out and ride with him. The door is now hinged on the left.
When the Sioux and John Dunbar are going on the buffalo hunt and they come upon the slaughtered/skinned buffalo, a crew member can be seen lying down on the ground in the background behind the Sioux passing on horseback.
When Kicking Bird takes Dunbar to the "Sacred Place" (which in the "The Making of 'Dances With Wolves'" is said to be the Black Hills) Mount Moran (The Grand Tetons in Jackson Hole, Wyoming) stands prominently on the right side of the panorama.
During the hunt scene, the Lakota are repeatedly shown immediately bringing down the stampeding buffalo with single arrow shots. Bowhunting does not work that way. In reality, the hunters would have to track the wounded animals, sometimes for miles, until they bled out.
The Sioux in the movie react to the arrival of the white man as if he was from another planet. In reality the Dakota Sioux had fought whites in Western Minnesota during 1862. 800 hundred whites were killed and 38 Sioux were hanged after hostilities ceased. There is no way that this news would not have reached the Lakota Sioux tribes directly to the west.
When the three Lakota boys think they have stolen Cisco from Dunbar, one of the boys yells (translated by subtitle), "They'll write songs about us!" American Indians of the time and now, "make" not "write" songs.
References to Ft. "Hayes" (sic) are erroneous. This this Ft. Hays, Kansas. It should be "Ft. Hays," (no "e") being named after the late Alexander Hays who was killed in the "Battle of the Wilderness" in 1864.
When Dunbar brings Stands with a Fist into camp (after Dunbar found Stands mourning alone and injured) and Wind In His Hair takes Stands hand and drags her back to the people gathered at the edge of the camp. Problem is that her armpits are clean shaven and not only did that not occur at this point in history, it especially was not a habit of Native American Indians.
When Lt. Dunbar is heading west to the frontier, he passes a troop of cavalry apparently heading east. Immediately after that, we see his canteen flopping around just behind his saddle on the left side. It continues flapping and water is seen coming out of the canteen. Ten seconds later, the top of the canteen is seen bouncing around the canteen. Improbable, at best, given the nature of Lt. Dunbar's trip alone and with limited provisions and water.
After Dunbar discovers Stands With A Fist far from her tribe, who is bleeding profusely from having accidentally cut her thigh too deeply in a widow's ritual, he loads her onto his horse and takes her back to her encampment. Upon arrival, while confronted by her people who view him as an interloper, he unloads her from his horse. Wind In His Hairs strides forward to retrieve her, grabbing her by the hand and dragging her unconscious body away from Dunbar. The problem here is that in a quick shot of the dragging sequence, you can see Stands With A Fist grasping onto Wind In His Hair's hand while he pulls her along - something she would not be able to do considering her current state of unconsciousness due to blood loss.
When Dunbar and Timmons are leaving for Ft. Sedgewick you can see a second set of reins leading back underneath the wagon seat. There is also a curtain under the seat to conceal the real driver. In later scenes the curtain is gone.
The goof item below may give away important plot points.
In the scene where Major Fambrough commits suicide, on the interior shots he is shown standing next to a window on one corner of the building, but on the exterior shots the gun smoke is coming from a window on a different corner of the building.