Deliberate mistake: The credits list "Number 86" as played by John Maxim. But no such character appears in the episode. Apparently, 86 was left on the cutting room floor, but the titles weren't altered accordingly.
Deliberate mistake: At the end, the U.S. Cavalry "brand" Blue finds on the mule isn't a brand at all: it's obviously been applied with white paint to make it more visible to the camera. It's also unlikely that it would be so large, or that it would be located on the animal's neck instead of on its rump. (00:46:50)