According to the date on Queasley's telegram, the story takes place in 1880. Yet Milford and Cora Lee sing a song mentioning Grant's Tomb, even though President Ulysses S. Grant didn't die until 1885 and his tomb in New York City wasn't built until many years after that. Also, Milford sees a young boy playing the piano who tells him his name is Harry Truman. Truman wasn't born until 1884.
At the James' farm, Milford kills a gila monster. The gila monster is found only in the deserts of the American southwest and northwest Mexico. Jesse James's farm was in Missouri (in both the film and real life).
Milford clearly sells the policy to Jesse James during a lunchtime session at the saloon (broad daylight, and a sign reading 'Free Lunch'), and his boss tells him to take the rest of the day off.
But when the boss points out that he's just sold a life policy to a notorious outlaw, he says, "Not once during the evening did he mention..."
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