Plot hole: There is a barely credible explanation for the fact that a guest cannot be injured or killed by being shot in Westworld, but what about the vicious fistfight we see in the bar? People are injured or killed in bar brawls all the time, and this one was incredibly violent. How do they prevent guests from being injured or killed by the cutting and stabbing weapons we see in Medieval and Roman World? Guests are supposed to fight each other, not just robots - they cannot be 'programmed' to lose! Delos is going be sued into bankruptcy within a week of the first guest arriving. Quite apart from the legal position, think about the bad publicity! Who is going to pay the huge fees demanded by the parks owners when the media is constantly reporting on the guests who wound up dead or with life changing injuries?
Continuity mistake: In the scene where Eastwood is watching "the city of Lago volunteers" training,he is drinking a beer. The first time he lifts the glass to drink, it is about half empty. After he says something to the man with the knife, he lifts the glass for another drink and it is nearly full.
Other mistake: The objective of the band is a cache of gold hidden some years ago in the firebox of a wrecked locomotive in the wilds of Northern Mexico. When they finally dig the firebox door out and open it, the strongbox is sitting inside a completely clean firebox, with nary a cinder, ash, or chunk of burned wood in sight. If the loco and cars had been abandoned after the derailment, there would still have been residue in the firebox.