Go to the scene where the fugitives are in the movie theater and they see their long lost companion, Pete with a group of prisoners. When they turn around and talk to Pete, look towards the exit. Above the doors, there is a MODERN exit sign, you know, the kind with Red neon capital letters. I'm not sure what year they came out in, but definitely not back then!
EXIT signs have always been in red. EXIT signs have always been in all capital letters. These were metal boxes with the word "EXIT" stenciled out of them, a red piece of glass and a light bulb. Yes, they had light bulbs and electricity - that's how they were watching the movie.
I may be nitpicking here, but... Even today, exit signs aren't neon. Just plastic and a lightbulb. There's no reason that the exit sign in the movie shouldn't look like today's signs.
Nevermind the neon part of the sign, I always thought the EXIT signs over doors were required to be installed more recently than during the Depression. This is clearly a slip-up.