When Stanley pours the champagne for himself and Grace at the funeral home, he is seen draining his glass. The next shot of the glass shows it filled again, and he never refilled it.
The opening scene has a woman on Death Row being given a lethal injection. She only gets one injection which causes her great pain before death, but the lethal injection protocol is 3 separate injections - one to render unconsciousness, one to relax the muscles, and the final one to stop the heart.
Both in Stanley's nightmare and when he wakes up from it, he is shown sleeping with his glasses on. Not only is this impractical since such a practice would certainly bend and/or break the frames, but could cause injury as well.
Carnies in 1933 are playing poker and betting with coins that include a Jefferson nickel, first minted in 1938, and a Lincoln cent with the Lincoln Memorial reverse, first minted in 1959.
Tennessee carried out no executions between November 1960 and April 2000, but had it carried out an execution in the 1980s, the state would have used the electric chair. Tennessee did not authorize lethal injection as a method of execution in the 1980s, so the scene depicted early in the film could not have taken place. Electrocution was the only method on the books from 1916 until lethal injection was adopted in 2000.