Among the things that Pullo claims before Vorenus and Pullo arrive in Rome, is that he will "smoke all the smoke" in the city. This "smoke" can't be tobacco, which is American in origin and therefore unknown in Ancient Rome, but might well be cannabis or opium since both were known to the Romans at this time.
Lucius Vorenus wears shoes with soles. This invention has not been found (archaeologically) BC. Though the shoe itself looks authentic to the archaeological material.