In the movie, Danielle rescues the prince from gypsies by carrying him on her back. According to legend, when King Conrad III defeated the Duke of Welf (in the year 1140) and placed Weinsberg under siege, the wives of the besieged castle negotiated a surrender which granted them the right to leave with whatever they could carry on their shoulders. The king allowed them that much. Leaving everything else aside, each woman took her own husband on her shoulders and carried him out. When the king's people saw what was happening, many of them said that that was not what had been meant and wanted to put a stop to it. But the king laughed and accepted the women's clever trick. "A king" he said, "should always stand by his word."
At one point Queen Marie (Judy Parfitt) tells Henry (Dougray Scott) to choose a wife wisely, because "divorce is only something they do in England." This is obviously a reference to the infamous Henry VIII of England, who caused an immense scandal when he divorced Catherine of Aragon for Anne Boleyn in the early 16th century.
The pale blue dress Danielle wears the day she and Henry visit the monastery is the exact same dress Marguerite refused to wear to the ball because "fifty other girls will be wearing the exact same color."
At the start of the film when the Brothers Grimm are talking to the queen about the many different versions of the Cinderella story they mention that in some versions the slippers she wears to the ball are fur rather than glass. This refers to Charles Perrault's version of the story, which was the first to introduce the glass slipper (which in French is "pantoufle de verre"), and how some people believe it was actually an misinterpretation of the words for a fur slipper (pantoufle de vair).
When Danielle is swimming in the lake, she is using the inverted breaststroke. It was popular in medieval and Renaissance Europe, and is still commonly taught as a survival stroke. In Australia, it is called the "survival backstroke."
Although Leonardo da Vinci died in 1519 and Thomas More's book "Utopia" was first published in 1516, Drew Barrymore's character is given the book as a present when she is a child and she meets the character of Leonardo 10 years later.
The character of Queen Marie of France says at one point that "divorce is only something they do in England", referring to Henry VIII who officially divorced his first wife in 1533. Although the character of Leonardo da Vinci appears in the film, Leonardo actually died in 1519.
About 24 minutes into the film the Prince finds out that he is speaking with Leonardo Da Vinci. Da Vinci then says "Michelangelo was trapped under a ceiling in Rome, I'm just a second choice". This is in reference to Michelangelo's painting of the Sistine Chapel's Ceiling, which occurred between the years of 1508 and 1512.
When Danielle walked into the room where her step mother and sisters were playing games, after prince Henry returns their horse. Marguerite says "somebody's in trouble" with the tune of ring around the rosie. That song and/or tune was not even around until the 1700's so she would not have known about that tune yet.
The trivia items below may give away important plot points.
The same necklace that Marguerite returns to the Queen outside of the church is later worn by Danielle in the scene where Marguerite and her stepmother are being stripped of their titles and sentenced to work as laundry women.
In the original Grimm version, the stepmother/daughter had their eyes pecked out by birds. In this version stepmother/daughter are forced to work in a laundry type of place. Usually these places use lye as soap and after prolonged use, would cause blindness in the laundresses.
In the film, Prince Henry marries Danielle, but in actuality, the real Henry II of France, was the 2nd son of King Francis I and in 1533 married Catherine de Medici of Italy, a noblewoman from Florence. They were both 14 when married and eventually ended up having ten children, while he also had three illegitimate children. His older brother Francis died in 1536 and it was not till then that he became heir to the throne of France.