Early in the film, during the bad guys raid the tin-panner's camp, one member of the gang is clearly shown shooting a 1872 Colt Single Action Army revolver at a steer. The film is set prior to the availability of the SAA and all other revolvers shown throughout the film are Colt cartridge conversions of the 1860 Army model, or the Preacher's cartridge conversion Remington.
When Stockburn's deputies confront Spider Conway outside of LaHood's office, they fire 32 shots in the first volley. After Stockburn fires his sixth shot and Spider attempts to fire back, the deputies fire another 36 shots from the same revolvers without reloading.
When Hull Barret rides into town by himself on the wagon he is fine. When riding out with The Preacher after the fight you can see a cast on his arm. It is also visible as he mounts the wagon. Back in camp, it's fine again.
When Barret throws a stick of dynamite into the tent, it lands near the front of the tent. The explosion comes from inside the tent. After the explosion the lit fuse of the thrown dynamite can clearly be seen.
At the end of the film, after Megan rides the buckboard back to town and she learns that the Preacher has left, she is advised that she'd kill the horse team to push them any further. A few minutes later, after she calls to the wilderness, she and another character get on board and drive the horse team after all.
When Hull drives off in his cart after visiting town and being saved from a beating by the Preacher, a modern white bandage and finger splint can be seen on Hull's left hand. It disappears in later shots.
When Stockburn and his six men gun down Spider, they fire more than 60 rounds. Since none produce a second revolver, the most they could have fired was 42, more likely 35, leaving one chamber empty for safety.
Near the end of the movie, one of Stockburn's deputies is cautiously approaching a shed where he believes the preacher may be hiding. A water trough is separating the deputy from the shed. The preacher is lying down in the trough when he points his gun straight up and shoots the deputy dead. Water appears to be shimmering inside, on the surface of the water trough just before the deputy is killed. Neither the preacher's hand nor his gun are even wet.
When the preacher approaches Stockburn he unlocks his firearm to re-chamber it. The bullet chamber he chooses is visibly empty yet he locks it in place and kills Marshall Stockburn. However, this could be a deliberate choice by the filmmakers, in line with other suggestions that the Preacher is some kind of mystical character.
When the Preacher shoots Stockburn at the end of the movie the camera angle shows his back and you can see the bullet holes on the left side of his coat, when Stockburn is shown from the front the bullet holes are on the right side of his coat.
When Megan is standing at the edge of town and yells, "I love you," towards the mountains, it cuts to a shot of the preacher riding through the snow, and the tracks of the horse from previous takes can be seen.
In the final showdown, Stockburn is shot several times by the Preacher. In the next shot, small rivulets of blood are shown running out of the bullet holes. Considering that Stockburn is wearing a trenchcoat over a suit, it's unlikely blood would just trickle out onto the coat like that - not to mention a gunshot wound would probably bleed a little more profusely.
The goof items below may give away important plot points.
After the preacher enters the café and sits down and tells Mr. and Mrs. Blankenship to take a stroll, he has his back to the door, the comment of which he makes to McGill and his men. Yet, just before McGill and his men set their attack against the Preacher, one of them looks inside the café, where by then he could clearly see that the Preacher had moved away, and yet McGill and his men still fired all those rounds at nothing.
When the preacher shoots Stockburn, bullet holes can be seen at the back of his trench coat. A few moments later as Stockburn is collapsing, there are no holes in the rear of his coat. When Stockburn is finally on the ground, the holes in the rear of his coat are present again.