The Clementine Ingredient - S3-E4
Factual error: Clem puts the paper photo into an envelope and licks the flap to seal it. Pre-cut, pre-gummed envelopes, though they'd been invented, were big-city luxuries rare-to-non-existent in the "wild" west - they were too expensive for most people (like Clem) to afford, especially in the economically depressed decades following the Civil War. You generally cut and folded your own envelopes and glued or sealing-waxed them shut. (00:33:40)
The Clementine Ingredient - S3-E4
Continuity mistake: Due to the insertion of stock footage, Heyes and Curry ride the short distance to Clem's house on three different sets of horses.