At the end of the movie, it is said that Marcelino Sanz de Sautuola died in 1889. He actually died on June 2, 1888.
The sardine can in which the maid placed the burning marrow was clearly of modern stamped two piece construction rather than the three piece soldered type. Also, key opened cans weren't invented until 1889.
A little past the halfway mark, the front page of a newspaper, El Cantabro, is onscreen. It is dated 11 February 1880. However, if you read the article under the sub-headline, it covers the history of the cave paintings, the death of Marcelino Sanz de Sautuola (Antonio Banderas's character), discoveries of additional paintings in 1902, and the use of carbon dating to estimate the age of the paintings, all of which would not have happened yet.