Al Swearengen had a twin brother named Lemuel who was his right hand man in Deadwood. For reasons not explained that character was left out of the series.
The series shows Seth Bullock and Sol Starr witness Wild Bill Hickok's arrival in Deadwood, however in reality, Wild Bill arrived in Deadwood two weeks prior to Bullock. Bullock arrived in Deadwood on 1 August 1876, the day before Bill was killed by Jack McCall.
The story takes place in South Dakota which is known for its extremely harsh climate and snowy winters lasting multiple months, yet in the show it's always sunny and nice outside.
At one point, Starr tells Bullock: "Your fly is down". In 1876, trousers had buttons, not zippers. Bullock's fly would have been "open" or "closed", not "up" or "down".
Episode 1: A portion of blacktop highway and guard railing is visible behind Hickock's wagon as it descends the hill into Deadwood.
In one scene set in the Gem Saloon, the tune to "Waiting for the Robert E. Lee" is played on the piano. This song was composed in 1912, and the show is set in 1876-77.
The "Chinatown" in Old Deadwood, South Dakota was not located on a side street; it was part of the Downtown area. Deadwood was (and still is) too narrow because of its physical location to have too many side streets.
Basil Hayden's Kentucky Straight Bourbon is mentioned by several characters or seen in the show. Basil Hayden's Bourbon brand was created in 1992. It would not be available in 1870's Deadwood. At the time the show takes place the Hayden family was distilling "Old Granddad" Bourbon which featured a picture of Basil Hayden on the label.