Continuity mistake: The miniature train used in all the night shots (it passes the same artificial mountainside several times), is pulling three passenger cars and no baggage car. When the full size train arrives at the station the next day, it has a baggage car and only one passenger car.
The West vs. Colonel MacKenzie - S9-E1
Other mistake: In the beginning of 2-19 "The Drifter" the Virginian says it had been 7 years since he had come to the Shiloh. But in this episode he tells him that he and Trampas had been there 9 years. Doesn't add up. He had to be there before Trampas, longer than 9 years.
Continuity mistake: The red draperies framing Hannah's train-window flashback do not even vaguely resemble the drapes seen on the same window in every other shot aboard the train.
Continuity mistake: After the fight at the train depot, Colonel MacKenzie's rumpled ascot straightens and reties itself between shots.