1. In the book Mary is always the first choice of the family to go after Henry and the girls were pretty much raised in court. I don't know why the movie made it look like they were brought up in the "country" and Anne was the inital choice for her family to put forward. To me this changed the feel of the story completely.
2. I liked the actor who played Henry when I watched the movie. However, the book covers a lot of years and the point is made that he is young and handsome at the beginning of the story, but has become fat, balding, and is generally a rather distasteful guy by the end of the book. I think the consistent look of the actor was part of the reason I felt like only a short window of time was covered in the movie.
3. Maybe I'm already mis-remembering the movie, but I believe there were many fewer pregnancies in the movie. In the book Anne's last miscarriage before she is put to death is her third after two completely hidden miscarriages. The stories related to her lost pregnancies are also MUCH more elaborate than the movie suggests.
4. In the movie the charges against Anne and her brother are portrayed as a "simple" case of adultery/incest. The book has a much more complicated scenario around the charges against Anne and the activities of her brother.
5. Mary's role is completely minimized in the movie. Her husband is pretty much lost after she takes up with Henry and Stafford just pops in and says "come away with me" at some point. Both of these men are prominently positioned in the book.