Continuity mistake: In Westerns, it is common to use several horses in place of one. However, after Kevin Kline makes a huge fuss over his bay mare, they used four different horses with distinctly different markings throughout the movie. They did a better job of matching Kevin Costner's horse although a pinto is a more difficult colour to match. Also, in one scene, Danny Glover's horse changes from a sorrel (red) to a bay (brown).
Continuity mistake: When Paden finds his horse he is unarmed, so he purchases a gun and runs into the street to confront the thief. The thief fires at Paden, and while Paden is loading his new revolver one of the thief's' shots blows a hole in the back of Paden's drawers. In the next shot we see Paden's reaction as he looks at the crotch of his drawers and there is no bullet hole in the front of them.
Continuity mistake: Throughout the film, Emmet is depicted as being left handed. At the end, when McKendrick shoots him in the leg, Emmet is shown with the reins in his right hand and gun in his left. But when McKendrick's shot hits him, Emmet is shown dropping the gun from his right hand. As the gun hits the ground, Emmet is shown with the reins in his right hand again.