Continuity mistake: At the end of the movie when Cheyenne is shaving, while Harmonica and Frank are having their shoot-out, he cuts himself at the sound of the gunshots. When Jill tells him that he is a handsome man the cut is gone.
Other mistake: In the scene in Morton's Special Waggon where Wobbles gets pinned by Frank ("A man who can't trust his own pants") Harmonica lies on the roof, not so unseen as he hopes to be. When the train leaves Flagstone Station you see a shot of Flagstone on the track's right. But on the left you see some far more modern housing. That is when see along the top of the train over Harmonica.
Factual error: It seems unlikely that the bullet hole in Harmonica's jacket should have burned edges - he was shot at a distance of more than ten metres.
Other mistake: When Jill tries to leave Sweetwater in the morning after Cheyenne's visit, she runs into Harmonica. He has a very nasty, coarsely stitched injury in his cheek that is not accounted for, and for which there was no time to be received, stitched, and the stitches removed again. (Special Edition DVD has a deleted scene in which Harmonica is beaten up, which explains the injury, but it is a continuity mistake within the regular movie.)
Continuity mistake: In the final shootout, Frank slumps to the ground and Harmonica approaches him. Harmonica has the instrument in his left breast pocket attached to a cord around his neck. He pulls the instrument from the cord quite forcibly causing the cord to whiplash back and lie on his left shoulder. The camera then switches to Frank having the instrument forced into his mouth and then Harmonica comes back into view. The cord is now missing.
Continuity mistake: After Jill's arrival at the train station she leaves by cart. The way the luggage is piled on back changes totally when they go through Monument Valley. There are reasons to believe that it's a different cart as also the horses seem to change (check the mane which changes colors and sometimes falls to the left, sometimes to the right).
Factual error: If the movie takes place in the 1870's, then the hanging of Harmonica's brother had to have occurred at least 20 years before. Frank and his crew wear gunbelts with cartridges, an item not generally utilized until 1871.
Factual error: When Harmonica climbs down the ladder, only to meet Frank at the other end of a '45, we see that the ladder is electro-welded to the wagon and the steps are also electro-welded to the legs of the ladder - rather lousy welding seams, too! The movie takes place around 1870. Electro-welding started during the '90s, but the method got practicable only in the 1920s and began to be commonly used in the late '30s when the great navies (except for the Royal Navy) started to use the method for their first-line ships. The great leap forward came during WW2, when Liberty ships and many other vessels were electro-welded.
Continuity mistake: On the way to Sweetwater the cart goes through Monument Valley. There, the very long shadows of the cart and the rocks don't match the time Jill has left the station (some time after 10). A bit later, when they pass the construction site, the shadows are short and more fitting for the time of the day again.
Continuity mistake: The whole scene in the post station takes about 12 minutes. During this time the bartender finishes his cigar almost completely, a task that takes at least 45 minutes if you smoke fast. In the very last shot the cigar is again much longer but half hidden in the hand, apparently to make it look shorter.