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.
Near the beginning, Brett McBain is shooting birds, and Timmy (Brett's son) collects the birds and shows them to his sister Maureen. The birds are chukkar partridge, which were introduced into the United States by the U.S. Fish and Wildlife Service in the 1920s and were not present before then.
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.
When Harmonica arrives at the McBain ranch and plays his harmonica at night, he lights a match, which is shot out by Mrs. McBain. In the shot of Harmonica the next day when he confronts Mrs. McBain, he has a cut on his left cheek from the earlier night with the gunshot. In all following scenes, the wound has disappeared.
Near the end of the film where 'Harmonica' shoots Frank, his hair appears to have grown significantly from earlier in the film. However, when he enters the house to tell Jill that he is leaving, his hair is short again - just minutes after killing Frank.
At the very end of the movie, the camera pans back and we see the complete scene of men working at the station. The train and carriage has come through the embankment 'cutting' and is passing through the new station. Then the scene cuts to a camera behind the 'cutting' and the train has only just passed through it.
The train's box cars have four wheels, a rounded roof, and other features more akin to European railroad practice. The passenger cars have a more American appearance, but feature buffer and chain couplers which were not used on US railroads. The locomotive, though fitted with a bell, cowcatcher, and other applications seen on American engines, has a plate frame, whereas American engines have bar frames.
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.