Continuity mistake: Near the start, when the kid is holding the card of Babe Ruth in his hand, the position of his fingers on the card changes between shots.
Revealing mistake: The ball Lou Gehrig hits that smashes a window doesn't come off his bat. It comes from behind him.
Other mistake: The kid that plays young Lou Gehrig later reappears when Ma finds out that Gehrig signed with the Yankees.
Factual error: When the Yankees play Boston, a dirt path is visible going from home to the pitcher's mound. Fenway Park, where the Red Sox play, has never had such a thing.
Continuity mistake: When Pa is reading the newspaper, his fingers go from being in the middle of the paper to at the bottom of it.
Factual error: In the film, it shows a World Series game between the Yankees and the St. Louis Cardinals wherein Babe Ruth hits a home run and Lou Gehrig hits two. A quick look in any baseball encyclopedia will reveal that in neither of the two Series the Yankees played against St. Louis while Gehrig was on the team (1926 and 1928) did this combination of home runs occur in any game.
Visible crew/equipment: Equipment is reflected in the window right before it shatters.
Factual error: According to the movie, Gehrig gets married after winning the triple crown in 1934. He actually got married in 1933.