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.
Continuity mistake: When Frank's henchmen wait for Harmonica at the train station it's very windy. For example, you see the wires of the telegraph machine moving, and a string that's dangling in the window behind it is swaying wildly. Only in two shots, when the station agent gets locked up, the wires and the string are absolutely still, to start moving as before in the next shot. Desert wind wouldn't stop completely just for a few seconds. (00:02:40)
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.
Plot hole: On her first night alone on the McBain farm, Jill hears someone playing a harmonica out there in the dark. She blows out a candle (but there is still plenty of light in the room), grabs a gun, positions herself at the brightly lit window, and shoots when the sees tha harmonica player lighting a match. This behavior is way too foolish for a women depicted as street-smart as Jill. (00:55:30)
Continuity mistake: Jill's arrival by train is quite badly edited: When she gets off, two porters carry her luggage to the station building. She looks at the station clock which shows 7:55, then down at her watch wich shows 10:10. This may indicate how the time has passed, but it looks strange. In the last shot her luggage is back at the tracks, and the porters pick it up again. (00:26:15)
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.
Other mistake: When the three men meet Harmonica at the railroad station, Woody Strode removes his duster and the shootout occurs. When Harmonica meets Cheyenne and his henchman at the outpost, they are wearing three dusters, each with a bullet hole in them. How could there be a bullet hole in three dusters when Woody Strode removed his before the shootout?
Character mistake: In the saloon on the way to Sweetwater, where Harmonica meets Cheyenne and his gang for the first time, Harmonica grabs one of the men's coats and looks at it, saying "I saw three of these dusters a short time ago. Inside the dusters there were three men. Inside the men there were three bullets." Actually, while the movie starts off with the three men at the train station wearing dusters, in the shootout scene, the black cowboy is no longer wearing a duster. Harmonica would have only seen two dusters. (00:41:50)
Continuity mistake: When Harmonica tells Cheyenne about the three men he killed at the train station, he is sipping from a cup. He is holding the cup in both hands with his fingertips touching, but in the last shot he is holding the cup by the handle. It's theoretically possible but looks wrong. (00:42:10)