Trivia: By accident I found out that the players are actually able to kill innocent civilians in Level 12 (El Paso), and not directly. To kill a civilian without stopping the game, he/she must be placed before the approaching stagecoach or the train. Also level 7 - in front of the train (Kate can move them on the train tracks by kicking them), level 16 - you can kill them with the mobile statue that Sanchez pushes in the labyrinth.
Plot hole: It's funny that Doc McCoy's special sniper ammunition for his Buntline can be found in various other locations even though he says in his tutorial that he crafts these bullets himself.