The white rock the Man in Black is carrying in the final scene is small, round, and polished, not the same white rock that Richard Alpert put into the Man in Black's hand earlier.
Ilana's head bandage is different around her eyes in the last scene.
After Jacob defeats Richard, he can be seen standing over him holding the dagger that Richard was using, in his right hand. After Richard is shown while speaking his line, we can see Jacob again with no dagger in his hand. A little later, after Jacob and Richard have finished their conversation, Jacob is suddenly holding the dagger again, and proceeds to drop it in the sand.
Actually Jacob's left hand can't be seen until he switches hands and drops the dagger.
When Richard's dying wife takes off her cross necklace, it has a spring ring clasp which was invented in the early 1900s. The scene takes place in the 1860s.
When Richard is lying on the ground, the nail is inches from his face but his feet are not chained, so he could have reached the nail with his feet.