Factual error: An egotistical, prissy and dishonest lawyer like Mr. Fletcher wouldn't make the mistake of allowing his name to be misspelled on his office door. It reads "Winfred Fletcher." His first name, as it's pronounced throughout the episode, is "Winford." (00:26:50)
Factual error: Kyle strikes a match on the wooden floor to light the dynamite's fuse. In the early 1880s (the era in which this series is set), a portable flint-and-tinder kit was the common method of sparking a light. While "strike anywhere" matches had been invented by this time and were quite the rage in Europe (despite an alarming tendency to explode due to the volatile chemicals used), they were an unknown commodity on the American frontier until well after the turn of the century. (00:03:00)
Factual error: Clem puts the paper photo into an envelope and licks the flap to seal it. Pre-cut, pre-gummed envelopes, though they'd been invented, were big-city luxuries rare-to-non-existent in the "wild" west - they were too expensive for most people (like Clem) to afford, especially in the economically depressed decades following the Civil War. You generally cut and folded your own envelopes and glued or sealing-waxed them shut. (00:33:40)
Factual error: Heyes and Curry meet Doc Holliday and Marshall Wyatt Earp in Tombstone. Wyatt, however, was never a marshall in Tombstone, though his brother Virgil was. Wyatt and Doc Holliday both left Tombstone permanently shortly after the OK Corral shootout in 1881, so wouldn't even have been there when Heyes and Curry arrived in 1883. (The year's established by Heyes reading Twain's book published in that year).
Factual error: Heyes plays blackjack with cash instead of chips. When he bets the limit of $1000, he pushes two small stacks of coins toward the dealer. A thousand dollars in coins would have made a substantially larger stack than this. Even if they were $20 gold pieces (which they don't appear to be) the two piles would have to be comprised of 25 coins each, which they are not. (00:30:00)
Factual error: A grumpy Heyes tells Georgette and Curry that he's been sleeping in a stable loft for two days without a bath or a shave. But he's completely clean-shaven: not even a hint of stubble showing. (00:15:00)
Factual error: When Alice, Heyes and Curry dig up the gold bars, they realistically have to use both hands to lift each one. But Heyes then fills two cloth bags with six bars each, hefts the sacks easily and slings them over his saddle. Conservatively, each of those bags would weigh 180 lbs. - he's just tossed the equivalent weight of two full-grown men over his shoulder onto the horse. For more on just how heavy gold bars are, see: http://www.elmhurst.edu/~chm/vchembook/125Adensitygold.html
Factual error: This entire episode takes place in Wyoming, because of the Bannerman plot to ambush the Devil's Hole gang, but a sign at the train station where Heyes and Curry board states the elevation as 2315 feet. No location in Wyoming or northern Colorado is that low. One would have to be in California, Texas, or eastern Kansas or Nebraska. (00:04:05)