Plot hole: Well within earshot of the others in the small room, Curry comments to Heyes (purely for the viewers' benefit, since Heyes already knows it) that if Lom Trevors is killed, their amnesty will go with him. This information should have blown their cover, but for some strange (and unbelievable) reason, no one wonders what he's talking about. (00:19:00)
Plot hole: Early in the episode, the sheriff starts going through his pile of wanted posters. According to the story line, 18 days then pass. At the end, the sheriff, standing in the exact same position and wearing the same clothes, is just finishing his search through the posters.
Plot hole: In the bath house at the beginning, Heyes and Curry, who should be using their aliases, call each other by their real names several times while the proprietor, who's a stranger to them, is preparing hot water nearby. The man must not be up on "the two most successful outlaws in the history of the west," though: he doesn't race off to turn them in and collect the reward. (00:04:40)
Plot hole: Though they often had to race off leaving everything behind, and never carried more than two small saddlebags and a thin blanket roll on their horses, Heyes and Curry somehow always had the same heavy winter coats to wear, and the same dress hats and suits to change into whenever needed. Ben Murphy called this phenomenon "our magic saddlebags."
Plot hole: Curry slips out of his bonds and hides in the secret cubby hole beside the fireplace, right under the four dozing outlaws' noses. But when he's found, the wooden door over the hiding place has to be pried off - very noisily. No one else was free to nail that door shut, and there's no way he could have done it from inside - at least, not without waking up the outlaws. (00:30:30 - 00:34:50)
Plot hole: Heyes convinces the deputy that they're not Heyes and Curry and rightfully pins the bank robbery on Harry, who forced him to break into the safe. But it had been previously stressed that only Heyes could have cracked that particular safe, something the governor knew. So the neatly tied-up ending doesn't really work. The governor would still know that Heyes (whose nitroglycerin method was based on a real bank robbery of the era) opened the safe.