Walter, the Footes' and later the Castles' servant / factotum was, in reality, a black man.
The film erroneously depicts the Castles touring with white orchestras. In actuality, Vernon and Irene Castle always toured with a black orchestra; specifically, James Reese Europe's Society Orchestra.
The Castles' beloved dog Zowie, although depicted in the film as a white terrier, was purportedly a English bulldog or a bulldog hybrid.
When the Castles visit Paris in 1911, the band plays Darktown Strutters Ball. This song was written in 1917.
When Vernon first meets Irene, the song By The Beautiful Sea is playing. This song was written in 1914. The Castles were married in 1911, which makes it impossible for this to be the song playing when they first met.
All the music that emerges from phonographs is electrically recorded, but at the time represented, recordings were acoustical; electrical recording did not evolve until the 1920s, ten years afterwards.