Revealing mistake: Early in the movie, there is a visible circular, plastic looking effect on Gideon's arm as he removes the bullet with the knife. This is more noticeable around his shoulder when he cauterizes his wound with the hot knife.
Continuity mistake: After Pierce Brosnan does the deal for the bullet, Anjelica Huston rides off with his horse attached to her carriage. Only problem is we see the entire exchange, and at no point does anyone tie the horse on.
Factual error: The movie takes place in 1868, and every guy and his dog are wielding cartridge conversion Army, Navy, and even what appears to be Walker colts. Unfortunately, such conversions were not performed until 1869, after Smith and Wesson's rights to the Rollin White patent expired.
Revealing mistake: There are two scenes where Gideon is riding across the dry plain where there are vapor trails visible in the blue sky. Firstly, in the shot immediately after he has a drink and steers the horse's head, in the top left of screen. Secondly, as he is disoriented, he is trying to get his bearings, in one of the shots panning across the plain just before Madame Louise first appears.
Continuity mistake: Gideon hitches his horse behind a bush at the railway camp. The horse doesn't have a brand on its left rear. When the railroad foreman sees the horse, he recognises it because of a large letter 'M' stamped on the horse's flesh.
Revealing mistake: When the Chinese workers set the railroad tracks down they start driving spikes but it's plain to see there are no spikes to drive.
