The "R" sound in the word "Zorro" is pronounced as a hard, rolled "R". When Elena pronounces it, she pronounces it with a soft "R". A woman raised in Spain, as her character is, would definitely not pronounce it this way.
In the end of the movie, when Zorro, Elena and Armand are fighting on the front part of the train, they have a structure ahead of them (the one they will grab to get off the train). However, when camera shows us the view straight forward of the train, the structure is not there. In the following angles it appears to be there again.
In the fight scene on the train near the end of the movie, the engineer is thrown forward, pushing the throttle in the cab of the locomotive forward. This has the effect of making the locomotive go faster, when in fact, the train should have stopped. Pulling the throttle back would have made the train go faster. Also, opening the throttle, as was the intent, will lower steam pressure - not rapidly raise it as shown. The only way to raise steam pressure is to add fuel to the fire. Using steam (as in going faster) lowers steam pressure.
The Pinkerton agents claim that since California has not obtained statehood, U.S. authorities don't have jurisdiction to get a search warrant. But California in early 1850 is a USA territory where federal agents have just as much jurisdiction as in states. Furthermore, "Pinkertons" were not employed by the federal government until 1861.
Telegraph wires connected the east and west coasts in 1861. Even if a telegraph message were relayed to the hidden receiver, it would have only been able to print a coded message, similar to Morse code, onto the ticker tape.
Lincoln is shown welcoming the California governor to the Union near the end of the movie. But in 1850, Lincoln was really traveling the 8th Judicial Circuit (covering over 400 miles in 14 counties in Illinois). 'Honest Abe' gained a reputation as an outstanding lawyer. December 21, his third son, William Wallace Lincoln (Willie) was born. But he certainly wasn't in California.
In the eviction scene where Guillermo Cortez is murdered for his land one of the henchmen is armed with a Henry Repeating Rifle which was not developed and patented until 1860 and produced for the Union in very limited quantities during the early years of the Civil War.
Nitoglycerin was first synthesized by Italian chemist Arcanio Sobrero at the University of Turin in 1847 but Alfred Nobel was still blowing up his factories in Sweden as late as 1864 trying to produce it commercially. Nitro wasn't introduced to California until 1866 when the Central Pacific Railroad imported three crates to blast the Summit tunnel through the Sierra Nevadas, one of which exploded destroying the Wells Fargo office in San Francisco killing 15 people.
California became a state in September 1850. The story is set in California prior to statehood. Abraham Lincoln was not the President of the United States and would not become the President of the United States until March of 1861. Millard Fillmore (1850-1853) was President of the United States when California was admitted to the Union, otherwise Zachary Taylor (1849-1850) would have held the office.
President Abraham Lincoln is shown in California on September 9, 1850. Lincoln never traveled to California and Millard Fillmore would have been President of the United States on this date, the day California was admitted to the Union.