Plot hole: When Manolito and Victoria jump from the wagon, her hat flies off and falls to the ground. The bandits ride on by, chasing the wagon, after which Mano and Victoria get up and start walking. She later laments losing her hat when they leaped, which makes no sense. Since the bandits and therefore the urgency had passed, there was no reason not to retrieve her hat before they left the area.
Apache Trust - S3-E8
Plot hole: Somewhere in old Tucson, there must have been a merchant with dozens of identical hats to sell. Here, as in other episodes, Blue's hat is lost somewhere in the desert when he's captured by the Apaches. By the next episode, though, he has it (or one just like it) back again. Lost horses, sometimes even after being killed, had a similar habit of reappearing alive and well in the following week's episode. (00:44:40)
Plot hole: Victoria asks her rescuers to take her to Rancho Velásquez. When they ask where it is, she says, "About 30 miles from here." Though she never indicates a direction, they reply, "Sorry, we're not going that way." (00:23:20)