Near the end of the movie, John Hodiak as Ned Trent hands Angela Lansbury as Em a wad of bills in an extreme close up insert shot. The "movie money" bills are Mexican Banco de Sonora Hermosillo 50 Peso notes from the 1897-1911 period, bearing the child portrait of Hortencia Corral Velez, the daughter of bank shareholder Ramón Corral. Until 1958 the United States prohibited any full scale photographic reproduction of its paper money. This included movie film because it was feared that a single frame of the negative could be enlarged onto a printing plate from which passable counterfeits could be made. Film companies therefore had to use substitutes. After the Mexican revolution masses of worthless but colorful notes were dumped on the market and many acquired by the property departments of American film studios.
Angela Lansbury and the other dance-hall girls sing "Oh, You Kid!" The movie is set at the end of the nineteenth century, but this song (though new lyrics were written for the movie) did not appear until 1909.
The Atchison Topeka & Santa Fe spur from Lamy, NM to Santa Fe, NM was built in the late 19th century. It is true that Santa Fe, due to rough surrounding terrain, was not on the original line, which made Lamy the nearest station in 1880. The song was written in 1945. The spur is now known as the Santa Fe Southern Railway, while the ATSF is now the Burlington Northern Santa Fe (BNSF).
There are several references to "Flagstaff" (AZ) as a town further up the line from "Sandrock". It is referred to as a mining town. Flagstaff never had mines and was a lumbering town. Also, the scenery in the movie (agave, saguaro cactus) is typical of southern New Mexico and Arizona, but the ATSF ran across northern New Mexico and Arizona through quite different scenery.
In the "Wild, Wild West" song, Alma is pounding a red hot horseshoe. She then picks it up, caresses it, and throws it in the water barrel where is gives off steam. The horseshoe would have burned her hand if it were really hot.
This is a sight gag in the film.