In the end of the movie, when Zorro, Elena and Armand are fighting on the front part of the train, they have a structure ahead of them (the one they will grab to get off the train). However, when camera shows us the view straight forward of the train, the structure is not there. In the following angles it appears to be there again.
Zorro squeezes the priest's cross with his right hand; when the camera angle changes he holds it with his left hand.
Joaquin hides under the horse carriage to follow McGivens to where his men are unloading the explosives. In the next shot, Joaquin is not there, and when the carriage stops, he is there again.
When Joaquin is engaging in a fight with the priest in school, the book on the desk disappears even though no movement was made to knock it off the desk.
In the fight scene on the train near the end of the movie, the engineer is thrown forward, pushing the throttle in the cab of the locomotive forward. This has the effect of making the locomotive go faster, when in fact, the train should have stopped. Pulling the throttle back would have made the train go faster. Also, opening the throttle, as was the intent, will lower steam pressure - not rapidly raise it as shown. The only way to raise steam pressure is to add fuel to the fire. Using steam (as in going faster) lowers steam pressure.
The Pinkerton agents claim that since California has not obtained statehood, U.S. authorities don't have jurisdiction to get a search warrant. But USA federal agents have just as much jurisdiction in territories as in states.
On the train engine, as Zorro and Armand are fighting, Elena is holding on to the boiler with her bare hands. Her hands would have been burnt to a crisp!
Telegraph wires connected the east and west coasts in 1861. Even if a telegraph message were relayed to the hidden receiver, it would have only been able to print a coded message, similar to Morse code, onto the ticker tape.
After the title card, there is a card that speaks of California and "it's statehood". "It's" is a contraction for "it is" where it should have been possessive. The correct form is "its statehood".
After Elena uncouples the train cars, a head-on shot shows the rear end of the car she rides on, including the real cut lever - indicating the lever she just pulled is actually useless.
The Confederate States of America and its army play a large role in this film set in 1850, eleven years before the southern states seceded and the Confederate States of America would be created. What is even more absurd we see a Colonel Beauregard in a CSA dress uniform conspiring to import nitroglycerin 13 years before it was patented and transport it home on a train 19 years before the completion of the Transcontinental railroad.
Elena issues Alejandro with divorce papers, and everyone seems to regard this as something regrettable but normal. Mexico (the country California separated from) did not have civil marriage until 1870, and the United States (the country that had annexed California just before the movie begins) did not adopt modern divorce procedures until the 1900s. Furthermore, both Elena and Alejandro are Catholic, a religion famous for not recognizing divorce except under very rare circumstances up until the 20th century. In 1850, a divorce would have been unthinkable to them for this reason, or at the very least become a huge scandal and shunned them both from high society.
Armand's map of the 1850 United States shows all of the continental 48 states.
In 1850, the desperado rides in shooting at voters with a "Henry" rifle, which hadn't been invented yet.
They raise the Stars and Stripes during the Statehood ceremony; the flag has 48 stars. California was the 31st State as of September 1850. The flag did not reach 48 until February 1912 (Arizona)
When Zorro and McGivens are fighting on the bridge, McGivens punches Zorro and he drops the ballot box. It doesn't make a sound.
Armand challenges Alejandro to play polo "as they do in Slovenia," which he calls "a country." In 1850, the territory inhabited by Slovenian people was divided into multiple provinces of the Austrian Empire. Slovenia did not become a country until 1991. Also, Slovenia has never been known for having polo players. Even today not a single association of polo players exists in Slovenia.
The "R" sound in the word "Zorro" is pronounced as a hard, rolled "R". When Elena pronounces it, she pronounces it with a soft "R". A woman raised in Spain, as her character is, would definitely not pronounce it this way.
When Elena reads the ticker-tape telegram, use is made of punctuation as well as the word "STOP". "STOP" was only used in place of punctuation as four-letter words were free; punctuation cost extra.