The Outlaw - S1-E2
Continuity mistake: In "The Outlaw," when Paladin and Holt talk after Paladin has climbed up the rope, Paladin's black shirt alternates from covered with dirt in the close-up shots to clean in the long shots. (00:15:00 - 00:16:00)
The Statue of San Sebastian - S1-E39
Continuity mistake: 1-40 "The Statue of San Sebastian": At the end, after Paladin shoots him, Sancho falls forward and rolls onto his left side with his face up. When the padre rushes out of the mission a moment later, the "body" is lying face down, and the priest turns it over again.