Factual error: In the shot where the female band members run from their hotel (in Florida) to the beach, mountains can be seen in the background.
Continuity mistake: In the scene on the train when Sugar climbs into 7A with "Josephine" she hides from Sue who is going to the bathroom. The girls come in and start a party. When it spills over into the walkway and "Daphne" pulls the brake cord, Sue jumps up from her bunk. She never came back through the hallway from the bathroom or she would have seen all the girls coming to the party.
Other mistake: In the opening chase-scene when the whisky-filled coffin is hit by bullets, whisky flows out of holes even above the liquid-level. (00:02:50)
Continuity mistake: In the chase scene in Florida, Joe and Jerry escape the gangsters at one point by running up to their rooms, changing into their Josephine and Daphne costumes and then coming back to the elevator. The problem is that the two reside on the 4th floor in Room 413 and the elevator shows that they came down from the 3rd floor.
Factual error: The head gangster at the convention is wearing a 1950s-era hearing aid around his neck. They didn't have anything that small in 1929.
Other mistake: In at least two scenes, when they are checking in to the hotel in Florida, and later when the "girls" are trying to escape, the "bull fiddle" is much smaller, the size of a cello instead of a bass violin. A bass violin is a very large instrument, and wouldn't it have been funnier to have "Daphne" carrying a case the true size of a bass violin?