The night Jacob and Marlena run away, when Marlena rushes in Jacob's compartment, she wears a black satin robe over her dress which can also be seen when they are standing over the edge of the train ready to jump. However, when they jump and start walking away from the trails, Marlena wears only her dress. The satin robe reappears when they get in the hotel room.
When August hits Marlena, her diamond necklace disappears and reappears throughout the scene.
When Marlena first appears with her horses and Silver Star before the performance, the horses wear halters. However, in the circus ring when she is working them at liberty, they don't have halters on. Cut to Marlena as she takes her bow, the line of horses rear behind her and all have on halters again.
As Jacob shakes Earl's hand, when he is about to meet August for the first time, the powder on Jacob's shoulders is gone.
After the altercation at the hotel, the bruises on Jacob's face keep changing between scenes.
Rex the lion is supposed to be without teeth, but in many shots can be seen with all of his teeth intact.
The Empire State Building is seen in the distant NYC skyline, complete with its TV tower. The tower wasn't added to the building until 1951.
Double yellow center lines were not used on most roads in the United States until 1971.
August says Jacob is an Ivy League grad. Although the term "Ivy Colleges" was used in the early 1930s, "Ivy League" was first used in the Christian Science Monitor on February 7, 1935. The "Ivy League" wasn't officially established until 1954.
The blueish-grayish tights Reese Witherspoon wears are clearly made of a fabric containing nylon. Natural fibers (cotton, wool, silk...) would not result in the even, semi-opaque aspect with no wrinkles in the knee and foot area.
Nylon was not invented before the late 30ies, so the tights are an anachronism.
When Marlena, Jacob, and August drink Champagne in a New York speakeasy, they drink from fluted glasses, but saucer glasses were used commonly in 1931.
When the record "Need a Little Sugar in My Bowl" is playing, the phonograph needle is shown at the very end of the groove, though the song is just beginning.