Continuity mistake: At the start in the wide shot of town, when the stage coach enters town three horse back riders pass the coach. The very next shot from the town shows the riders now trailing the coach.
Suggested correction: There are two coaches entering the town, not one! The one we have been following in the previous shots is now heading towards us. The coach (smaller) that is being passed by the riders is heading away from us. The shot from the town that is being referred to here shows the riders now heading towards us, therefore (between the shots) they must have magically managed to zip unnoticed from one side of the town to the other and to have changed direction by 180°.
Continuity mistake: When Jim tries to ride "old Thunder" he bucks off and brushes all the straw out of his hair. Seconds later it is back.