The night Jacob and Marlena run away, when Marlena rushes in Jacob's compartment, she wears a black satin robe over her dress which can also be seen when they are standing over the edge of the train ready to jump. However, when they jump and start walking away from the trails, Marlena wears only her dress. The satin robe reappears when they get in the hotel room.
After their first dinner together, August is very drunk and Marlena carries him in their bedroom. When she comes out again, where Jacob is sitting, she pulls the drapes together, but doesn't close them completely - there is a significant gap between them. However, when Jacob leaves after Marlena has asked him to, the drapes are completely closed.
When Marlena first appears with her horses and Silver Star before the performance, the horses wear halters. However, in the circus ring when she is working them at liberty, they don't have halters on. Cut to Marlena as she takes her bow, the line of horses rear behind her and all have on halters again.
August incorrectly states that Jacob is an Ivy League grad. The movie which if follows the book takes place during 1931. Although the term "Ivy Colleges" was in use early 1930's, "Ivy League" wasn't first used until the Christian Science Monitor published an article using it on February 7, 1935. The "Ivy League" wasn't officially established until 1954.
When Jacob is going to stab August in the bedroom Marlena has a black left eye. The next morning when she comes to visit Jacob the black eye is gone. Actually, it's not a black eye. It's her make-ups that is blurred.