Continuity mistake: When Sprague is practising shooting for the second time, we see that Paladin has put up a new target with no holes in it. Sprague draws his revolver and fires three shots but the cut to the target shows 4 holes in the center. He then proceeds to fire the other 3 shots.
Continuity mistake: When Dink tosses Paladin's business card back to him while Paladin's leaning back in a chair, it lands on his stomach and falls down almost to his waist. After Dink speaks, when they cut back to Paladin, the card is up by his heart.
Continuity mistake: 1-40 "The Statue of San Sebastian": At the end, after Paladin shoots him, Sancho falls forward and rolls onto his left side with his face up. When the padre rushes out of the mission a moment later, the "body" is lying face down, and the priest turns it over again.