The show presents an idealized "should-have-been" version of the 1890s. One of the most obvious differences from the reality is that Lord Bowler, a proudly independent and defiant black man, never experiences any racism from whites who would have called him "uppity."
Brisco's Chinese friends often talk to him about "fortune cookies." These confections were called fortune tea cakes before the 1940s and were not connected with California's Chinese culture until that same time period.
Lord Bowler often talks of having been in the Cavalry (an army that rode on horses), but he usually mispronounces it "Calvary" (the hill of Crucifixions).