I don't know about the train robbery. Seems a little far fetched. But then again, Dillinger didn't have any association with Frank Nitti or Chicago crime sindicates under the work of Al Capone, so I don't think any of that stuff was real.
When he entered the police station, I think it was just to show how mocking Dillinger is. I mean, he waltz into the police station where there is "The Dillinger Squad" all working hard to find him, and there he is, and they don't recognize him! I mean, he even asks the score the baseball game so all the guys working see him! I doubt he did this in real life but it added to Dillinger's character.
I was very disappointed by the fact Dillinger never used his .38 Super machine pistol. I was glad they at least put it in the movie though. Shame that pyscho Nelson was he only one who used it though.
I was pleased to see Dillinger used his Thompson accurate to history, using a sling wrapped around his shoulder as opposed to the stock and only using 20-round magazines. Made it easier to conceal and he could carry more sticks than drums.
I don't know if they could even fire the Remington Model 8 without making custom (IE time consuming and expensive) blanks, since that gun was in all sorts of oddball calibers like .35 Rem.
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