Rosie casually drops the term "Mickey Finn" to refer to a near-toxic combination of whiskey and sleeping medicine. According to the Wikipedia page for this term, Mr. Finn did, indeed, commit his drug-and-rob crimes about three years prior to the action in this film, but also indicates that whilst the crime was mentioned in Chicago newspapers, the term itself wasn't in popular usage as a stand-alone noun until several years later.
The song heard as the train leaves the station is "The Army Goes Rolling Along". This song was written in March of 1908 at the U.S. Military Academy at West Point. So, it's unlikely that it would be played by a band in the Rocky Mountains that same year. Musical trends spread far more slowly in the first decade of the twentieth century. It wasn't officially adopted by the Army until 1956.
From on top of a stopped train, Jan Michael Vincent watches the convicts ride away fast, hundreds of yards ahead. In the next scene, JMV is riding a saddled horse, ahead of the convicts, lobbing dynamite on them.
As the third (Jan-Michael Vincent) of three riders is exiting the train at the race station (close to the 12 minute mark), you can clearly see a crew member wearing t-shirt, sun-glasses and wrist watch, looking perfectly mid-1970's.
While the engine of the motorcycle with the sidecar, can't be seen. The sound of the engine is not that of 1908, or before motorcycle cycle engine. They were not at all high revving engines. So, either this is a sound effect superimposed over the real engine. Or they used a replica motorcycle.
When Sam Clayton takes the saddle off his horse at the end, it's clearly dry under the saddle, whilst the rest of the horse is wet and lathered. The lather and dampness is clearly fake sweat, as it would be soaked under he saddle also.