The Amigos believe they are performing a show for the people of the village, and Lucky, assuming the banditos are actors also, objects vigorously when he gets wounded in the arm by a real bullet fired by one of the banditos. In the ensuing gunfights toward the end of the story, the Amigos are firing real bullets themselves, but there is no explanation of where their real bullets came from.
When the Amigo's believe they are performing a show for the towns people, Lucky gets shot in the left arm with a real bullet. You can clearly see blood on his costume, but in all the scenes to follow there is no blood.
When the Amigos approach the Singing Bush, the instructions Dusty reads for summoning the Invisible Swordsman require each of them to fire a shot in the air and say a magic phrase. Instead, they perform the ritual in reverse, saying the magic phrase first and then firing a shot.
When Jefe is shot, the stunt man who falls from his horse drops his pistol as his hands hit the ground. When Jefe rolls back onto his feet (in the next shot), he's holding his pistol as if he never dropped it.
When Ned Nederlander is swinging on the ropes, he gets his boots
stuck in a piñata. At first his boot tips are going to get stuck as he is facing the sky. The next scene he his boot heels are stuck in the piñata and he is facing the ground.
During the first strike on the village, the church and some houses are destroyed with dynamite by the bandits. However during the final fight scene, when the bandits are about to enter the apparently deserted village, the church is seen intact. However, immediately following the first attack, the villagers are seen repairing the damage.