The speaking person in his 60s in one of the modern interviews is subtitled as "Former SS-Obergruppenführer Oswald Pohl". If the interviews were conducted in the early 1980s, the person is evidently too young; the real Pohl was born in June 1892, so he would have been in his late 80s/early 90s at the time... if he had not been hanged for war crimes in 1951.
A presidential pardon would not clear Zelig of the state-level crimes of which he was convicted.
The film begins in 1928, and, some time later, Zelig consorts with Jack Dempsey at his training camp. Dempsey's last training camp and his last fight were in September 1927.
Last name of Broadway impresario Florenz Ziegfeld Jr. is misspelled (Zeigfeld) on title card for Pathe newsreel.
(at around 59 mins) In the newspaper story with the headline "Zelig's Past Catches UP", the text after the first paragraph is completely unrelated to the Zelig story, relating an expected court fight regarding an issue with a "Michigan-Lake building".
Mia Farrow continues to wear her [extremely well-executed] 1920 fashions well into the mid-1930s, by which time women's styles had changed dramatically in the real world.
Stock footage, particularly of crowd scenes, from the mid-to-late 1920s, continues into the 1930s.
At one point, the narrator mentions that there is a photo of Leonard Zelig as Pagliacci. "Pagliacci" is the Italian plural for "clowns". The correct way to say it would be " a photo of Leonard Zelig as Pagliaccio", or "a photo of Leonard Zelig as Canio (the leading male character, who plays Pagliaccio in a play-within-the-play in the opera "Pagliacci").