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.
Factual error: The Gatling guns used in the game feature not an arrangement of multiple barrels around a central axis, but one singular barrel in a tubular jacket typical for water-cooled machine guns (in fact, they look much like M1917 Browning machine guns), and a side-mounted ammunition box for belt-feeding; in mechanical Gatlings gravity-feeding systems like a hopper were used. Also, because mechanical Gatlings as they were used in the American West required manual operation by a crank, it would be realistically impossible for Sanchez to fire it and keep it stable at the same time while it is removed from its bracings.
Trivia: By accident I found out that the players are actually able to kill innocent civilians, though in Level 12 (El Paso) only, and not directly. To kill a civilian without stopping the game, he/she must be placed before the approaching stagecoach or the train.