Continuity mistake: Marshall Dillon buries an outlaw at Sarah's place. He installs a wood cross at the grave. Sarah comes out and they talk. When she leaves, the scene cuts back to Dillon and the cross is missing.
Continuity mistake: When the Indian agent is killed, a very 20th Century rubber-tread shoe print is visible in the dirt beside him. When Cheyenne arrives and finds the body, though, the footprint has disappeared.