There's a comment length limit ;)

For starters, Henry's two sisters get combined into one character (neither of whom, for the record, murdered their husband -- Mary married the King of France and later Charles Brandon; Margaret married the King of Scotland and is the ancestress of James VI/I who succeeded Queen Elizabeth I). Also, Mary and Charles' children aren't mentioned if I recall correctly -- these changes made future events really confusing, as both Lady Jane Grey and the Scottish heirs to the throne are essentially written out of the show. Cardinal Wolsey didn't commit suicide; he died on the way to answer to the treason charges. There's no historical record of anyone trying to assassinate Anne Boleyn during her wedding (or coronation, sorry it's been a while since I watched the show) procession. Francis Weston wasn't included in the show at all; there were five men executed for adultery with Anne Boleyn, not four. From Jane Seymour onward, Mary and Elizabeth are haphazardly referred to as either Lady or Princess; in reality, both had been declared bastards and no one was to style them Princess.

The biggest one, of course, is that Henry doesn't get fat or particularly old-looking. We know that, certainly by the time he married Anne of Cleves, he was obese and the wound on his leg often stank. This makes a lot of the characters' actions really confusing -- it's hard to understand why Katherine Howard had an affair, or why Henry is so quick to blame Anne of Cleves' unattractiveness for the fact that their marriage is never consummated.

On the other hand, Henry really did lose an impromptu wrestling match to Francis at the Field of the Cloth of Gold and sulk for the remainder; Katherine Howard did cheat on Henry with the groomsman of his chamber almost right under his nose, with Jane Boleyn's help. Speaking of Katherine Howard, she really did ask to practice with the executioner's block. Henry did have a bastard son with Bessie Blount who was showered with titles, though he died at 17, not a young child as portrayed in the show.

There's probably a million things I've forgotten (I watched The Tudors exactly once), but if there's something specific in the show you want to know about, I'm happy to answer! :)