Upon arriving in Colorado, while the Winchester brothers are at the ranger station gathering information, Sam states that they are natural resource majors at UC-Boulder. The school is actually known as CU-Boulder.
In the beginning, when Tommy is filming his message to Hailey, his dialogue says: "Hey, Hailey. Day 6. We're still out near Blackwater Ridge. We're fine, keeping safe, so don't worry. Talk to you tomorrow."
But when Hailey plays the recording for Dean and Sam, the message becomes: "Hey, Hailey. Day 6. We're still out near Blackwater Ridge. We're fine, keeping safe, so don't worry, okay? Talk to you tomorrow."
It is stated several times that Grizzly Bears are the cause of several deaths in the area (in Colorado), and a picture of a large dead bear is shown in the Ranger's office. Grizzly Bears are not indigenous to Colorado, only American Black Bears are; a smaller, less vicious species of bear.
The brothers use Anasazi symbols to fight the Wendigo in Colorado when the tribes were actually located in the Southwest. Dean says that Wendigo are typically found in the Northeast of the country (Minnesota) and he's never heard of one as far west as Colorado.