Continuity mistake: In Westerns, it is common to use several horses in place of one. However, after Kevin Klein's character makes a huge fuss over his bay, they use 4 different horses with distinctly different markings throughout the movie. They did a better job of matching Kevin Costner's horse although a pinto is a more difficult colour to match. Also, in one scene, Danny Glover's horse changes from a sorrel (red) to a bay (brown).
Sheriff Cobb: We'll give you a fair trial... Followed by a first class hangin'.