Yes, there's a piggyback flat car that Lionel didn't make until the 50's and the caboose is wrong also. There was an in depth discussion about this a few years back. Also, seems there were many more "train in the store window" scenes that were left out due to time constraints. The exact date the movie represents can be seen on the decoder disc Ralphie uses in the bathroom. You have to freeze frame it on a DVD player. It says 1938 or 1939 - can't remember which due to Christmas schnapps.
