Factual error: In the beginning of the film, the Dowager Empress Marie states that the year is 1916 and that they are celebrating the 300th anniversary of their family's rule. The 300th anniversary actually took place in 1913. (00:01:05)
Factual error: At the beginning of the film, we are told it is 1916, and the Russian Revolutionaries attack. However, the Russian Revolution didn't start until 1917 - on both the English and Russian calendars.
Factual error: Anya receives a sign from the dog to go to St. Petersburg when she leaves the Orphanage in the mid 1920's. St. Petersburg was renamed to Petrograd in 1914 at the start of WWI and again to Leningrad in 1924 following the death of Lenin. The sign should have said "Leningrad". Aside from signs, the whole movie mentions "St. Petersburg" multiple times. There's even a song about St. Petersburg. Even if every old sign could not be changed, there is no reason the people would not use the city's new name. The Bolcheviks would not have looked at them kindly if they didn't.
Factual error: The Czar was not killed until the civil war over a year later, although the film implies he was killed on that November night.
Factual error: Anya reaches St. Petersburg in the mid-1920's, and the man in train station ticket office has the Soviet Crest on his hat. This crest wasn't used until the 1930's.