Continuity mistake: The stage leaves town with two drivers who are both wearing white hats and light-colored clothing. A few shots later, as it crosses the plains, one driver now has a black hat and a black outfit. (00:08:10 - 00:11:40)
Continuity mistake: The third time we see the stagecoach on its way to Denver, it's passing the exact same tree and hill that it passed at the start of its journey. It's also traveling on a paved road, which in 1860s frontier Colorado is extremely unlikely. (00:11:15)
Revealing mistake: When the wheel breaks and the coach crashes, it is visibly empty. The five passengers who were riding inside have disappeared. (00:12:15)
Continuity mistake: When John startles Clem, she drops all three of her packages to the floor. In the next shot, one is back on the table even before she bends to retrieve them. She then puts the flat parcel on top of the two rectangular ones - but one shot later, it has moved itself off the stack and onto the table. (00:31:30)
Factual error: Moody's hotel room wall lamp has an electric bulb in it. So do all the Chinese lanterns in the following barn dance scene. (00:44:15)
Factual error: Throughout the movie, characters strike matches to light lamps. While "strike anywhere" matches had been invented by this time and were quite the rage in Europe (despite an alarming tendency to explode due to the volatile chemicals used), they were an unknown commodity on the American frontier until well after the turn of the century. (00:49:00)
Continuity mistake: The cloth gag Moody ties around HJ's head noticeably changes positions between takes. (01:05:00)