Continuity mistake: Rance McGrew's white horse is tied up with its head just a few inches from the hitching rail, but a moment later is untied and several feet away from the rail. Next shot, it's tied up close again, though no one's touched it. Finally, it's completely loose, and at the episode's end, is wandering into the street.
Continuity mistake: The car Rance drives onto the set can be seen in the street from inside the saloon, but disappears when Rance, in character, comes through the swinging doors. It's visible again in the very next shot, but vanishes anew when Jesse James comes through the doors, after which it yet again reappears in the very next shot.