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Trancers (1984). Identified by the guest and confirmed by the OP in comments. Summaries below taken from Wikipedia.

"The key aspects I remember where Time Travel with a villain attempting to change the past... I think the Villain was trying to change the future by killing specific people from the past."

Whistler plots to eliminate the future governing council members of Angel City (the future name of Los Angeles), who are being systematically wiped out of existence by Whistler's murder spree of their own ancestors.

"...it may have been the villain or something he attached to people he may also have been able to control thoughts."

Jack Deth ... has been hunting down Martin Whistler, a criminal mastermind who uses psychic powers to turn people into mindless "trancers" and carry out his orders.*

"I am pretty sure an early plot point was a Historian looking at a picture from the wild west and seeing a man with a gun that was far to modern for the age of the picture."

This part is from Timestalkers and described in the other answer. The exploding head thing is most likely from Scanners (1981).

Private security firm ConSec plans to showcase a powerful new potential weapon: "scanners"; psychics with powers including telepathy/mind-control, empathy, biopathy, cyberpathy/technopathy, and psychokinesis/telekinesis. However, when ConSec's scanner demonstrates his powers, the volunteer - Revok - turns out to be a more powerful scanner, who causes the ConSec scanner's head to explode, via hydrostatic shock from biopathically-increased blood pressure.

Trancers (1984). Identified by the guest and confirmed by the OP in comments. Summaries below taken from Wikipedia.

The key aspects I remember where Time Travel with a villain attempting to change the past... I think the Villain was trying to change the future by killing specific people from the past.

Whistler plots to eliminate the future governing council members of Angel City (the future name of Los Angeles), who are being systematically wiped out of existence by Whistler's murder spree of their own ancestors.

...it may have been the villain or something he attached to people he may also have been able to control thoughts.

Jack Deth ... has been hunting down Martin Whistler, a criminal mastermind who uses psychic powers to turn people into mindless "trancers" and carry out his orders.*

I am pretty sure an early plot point was a Historian looking at a picture from the wild west and seeing a man with a gun that was far to modern for the age of the picture.

This part is from Timestalkers and described in the other answer. The exploding head thing is most likely from Scanners (1981).

Private security firm ConSec plans to showcase a powerful new potential weapon: "scanners"; psychics with powers including telepathy/mind-control, empathy, biopathy, cyberpathy/technopathy, and psychokinesis/telekinesis. However, when ConSec's scanner demonstrates his powers, the volunteer - Revok - turns out to be a more powerful scanner, who causes the ConSec scanner's head to explode, via hydrostatic shock from biopathically-increased blood pressure.

Trancers (1984). Identified by the guest and confirmed by the OP in comments. Summaries below taken from Wikipedia.

"The key aspects I remember where Time Travel with a villain attempting to change the past... I think the Villain was trying to change the future by killing specific people from the past."

Whistler plots to eliminate the future governing council members of Angel City (the future name of Los Angeles), who are being systematically wiped out of existence by Whistler's murder spree of their own ancestors.

"...it may have been the villain or something he attached to people he may also have been able to control thoughts."

Jack Deth ... has been hunting down Martin Whistler, a criminal mastermind who uses psychic powers to turn people into mindless "trancers" and carry out his orders.*

"I am pretty sure an early plot point was a Historian looking at a picture from the wild west and seeing a man with a gun that was far to modern for the age of the picture."

This part is from Timestalkers and described in the other answer. The exploding head thing is most likely from Scanners (1981).

Private security firm ConSec plans to showcase a powerful new potential weapon: "scanners"; psychics with powers including telepathy/mind-control, empathy, biopathy, cyberpathy/technopathy, and psychokinesis/telekinesis. However, when ConSec's scanner demonstrates his powers, the volunteer - Revok - turns out to be a more powerful scanner, who causes the ConSec scanner's head to explode, via hydrostatic shock from biopathically-increased blood pressure.

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Trancers (1984). Identified by the guest and confirmed by the OP in comments. Summaries below taken from Wikipedia.

The key aspects I remember where Time Travel with a villain attempting to change the past... I think the Villain was trying to change the future by killing specific people from the past.

Whistler plots to eliminate the future governing council members of Angel City (the future name of Los Angeles), who are being systematically wiped out of existence by Whistler's murder spree of their own ancestors.

...it may have been the villain or something he attached to people he may also have been able to control thoughts.

Jack Deth ... has been hunting down Martin Whistler, a criminal mastermind who uses psychic powers to turn people into mindless "trancers" and carry out his orders.*

I am pretty sure an early plot point was a Historian looking at a picture from the wild west and seeing a man with a gun that was far to modern for the age of the picture.

This part is from Timestalkers and described in the other answer. The exploding head thing is most likely from Scanners (1981).

Private security firm ConSec plans to showcase a powerful new potential weapon: "scanners"; psychics with powers including telepathy/mind-control, empathy, biopathy, cyberpathy/technopathy, and psychokinesis/telekinesis. However, when ConSec's scanner demonstrates his powers, the volunteer - Revok - turns out to be a more powerful scanner, who causes the ConSec scanner's head to explode, via hydrostatic shock from biopathically-increased blood pressure.