Continuity: During The Man's flashback which explains how he came to possess the harmonica, the harmonica changes from undamaged to damaged and back.
Continuity: When "Harmonica" shoots Franks, Cheyenne cuts his right cheek just below his eye with a razor because he jumps to the sound of the gunfire. The next time we see his face, there is no cut or bleeding.
Continuity: The shadows change direction between cuts throughout the gunfight scene between Frank and Harmonica.
Factual errors: Spanish railways have a broader gauge (1,674 mm) than the American railways, which are mostly built in standard gauge (1,435 mm). In some scenes of the film it can be clearly seen, that the "Morton Railroad" has been erected in the broad Spanish gauge. Also, European locomotives are outside-frame designs, while US locomotives are generally inside-frame.
Continuity: In the opening scene, the black man is drinking water from his hat. Later, when the three shooters are standing across from Harmonica, his hat is covered with dust.
Anachronisms: While preparing for the wedding feast, Brett's daughter sings a few lines of "Danny Boy". The words to this song were written in 1910.
Continuity: During the duel between Frank and Harmonica, Cheyenne shaves his beard (mostly his sideburns); however, his large whiskers under his ears have grown back before he dies (ten minutes later).
Continuity: During Harmonica's confrontation with Frank towards the end of the movie, his hair appears to have grown significantly from earlier in the film. However, when he enters the house to talk to Jill, his hair is short again.
Revealing mistakes: When Cheyenne shoots the man who's guarding Harmonica through the train window, there is no blood on the chair the man was sitting in, despite the fact that he was shot at pointblank range.
Continuity: Claudia's baggage is picked up by two men as she gets off the train and is deposited in front of her/them as they are seated on the station bench. In the next scene, we see them picking up the baggage again from alongside the train.
Anachronisms: When Harmonica climbs down the ladder, only to meet Frank at the other end of a '45, we clearly see that the ladder is electro-welded to the wagon and the steps are also electro-welded to the legs of the ladder. A rather lousy welding job, by the way! The movie takes place around 1870. Electro-welding started during the '90s, but the method got practicable only in the 1920s - and began to be commonly used in the late 1930s when the great navies (except for the Royal Navy) started to use the method for their first-line ships. The great leap forward came during WW2, when Liberty ships and many other vessels was electro-welded.
Errors made by characters (possibly deliberate errors by the filmmakers): Bronson tells Cheyenne during their first encounter, "In the dusters were three men. In the men were three bullets." However, Woody Strode was not wearing a duster when he and the others faced off against Bronson. Strangely, in the Theatrical Trailer, Woody Strode is wearing a duster, but is never seen wearing one in the movie.
Anachronisms: As Frank and his gang ride away from the train, tire tracks are visible in the dirt.
Continuity: In the scene where Jill McBain is driven from the train to Sweetwater the horse and carriage change to a different animal and shape, then back again when they arrive. The horse starts out with two white "socks" to three, and back again. The carriage changes shape and the luggage is stacked differently throughout the ride.