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. (00:36:35)
Factual error: At the end of the post station scene Cheyenne advises Harmonica to "watch those false notes". Harmonica anwers this with a discordant chord that could not be produced on a harmonica like his. (00:43:35)
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. (01:19:50)
Factual error: As Martha is lying the table near the beginning, she is singing Danny Boy. The song was published in 1913, long after the time period of the movie.
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: The camera rises up the side and over the roof of the Rail Road Office. The roof of the RR office looked like it was 100 years old. It would have leaked like a sieve all over. That RR office would have been a beautiful new building as it was on the interior scenes at that time.
Factual error: Cheyenne says his mother was "a whore in Alameda..." Alameda was founded in 1853 and incorporated 1854. The story takes place in the 1870's. Jason Robards was 46 in 1968. His character could have been not much older than 20.
Answer: The movie was filmed at multiple locations in Spain and Italy, and also in Utah. Chances are they filmed out of sequence and made minor changes to the script later in the movie. There are many things left unclear in the movie, for example the same scene at the cantina/store, just after Cheyenne's crew shows up, he refers to Harmonica by his name when no-one said his name up until that point.