Revealing mistake: Early in the movie, there is a visible circular, plastic looking effect on Gideon's arm as he removes the bullet with the knife. This is more noticeable around his shoulder when he cauterizes his wound with the hot knife.
Continuity mistake: After the scene where Sara and Maria tie up Quentin and take pictures of him naked, when they are leaving the hotel with Quentin tied up, Sara's hair is just below her shoulders, but the whole movie her hair is to her waist.
Plot hole: The women leave the bordello and cross a waterless, hot mineral desert to reach Jericho. Meanwhile the posse that arrives at the bordello behind them takes a different route and catches up with them near the mine. Why didn't the women go that way?