Many people board the bus at the depot, but while traveling cross country the bus is clearly empty (apart from the driver).
When Rosa Lynn Sinclair retrieves the letter from Earl Sinclair in her mailbox, the number on the box (her apartment number) is 817. On the letter it is addressed to apartment #5.
When Thomas is going to shoot a picture of a deer, the door he exits out of springs back closed, but the shot before Annie goes out the door, it swings freely open as if there is no returning spring on it.
When Thomas stepped out onto the porch and caught a glimpse of the deer vanishing into the brush, the viewer is shown the rear-end of the black-tailed deer native to the West Coast. These are not found anywhere near Mississippi. The whitetail deer would have been more correct.
The bus runs, in two scenes, on narrow gravel roads. No scheduled bus line anywhere between Chicago and Mississippi would have run on a gravel road since, maybe, the 1930s.
Marianna, Mississippi is just outside of Memphis, at the opposite (North) of the state from Biloxi. No delta in sight. The entire subplot of catching the Biloxi bus (which would not have been so labeled from Chicago) is in error. That said, what a great flick.