When Herrera rides back into town after Zorro has captured him, he has a "Z" slashed into the back of his jacket, with the white "undershirt" visible underneath. The white part of the shirt remains visible even when the jacket pulls far away from his body, revealing that the "cuts" Zorro left in the jacket as white material placed on top of the jacket, not cuts into it.
The Alcalde is seen taking a bubble bath. The first bubble bath wasn't invented until the 1930s, a century after the story of Zorro takes place.