When Quentin and Maria are robbing the bank dressed as newly weds, the bank manager faints in front of the vault... but in the next shots (while Quentin is opening the vault, when he opens it, or when they blow the roof) he is nowhere on the floor, or in the room.
In the slow motion shoot out on the train, Maria (Penélope Cruz) fires her Colt single action revolver a number of times one-handed without pulling back the hammer. This is impossible with a single action revolver. Also the gun fires and the hammer does not move.
The sock in Quentin Cooke's mouth disappears and reappears during the "photo shoot", while you can still hear his muffled voice.
When Maria and Quentin are walking towards a bank in wedding attire, Maria says to the horse "You know what you have to do" and the horse is clearly seen turning around and walking away from them. A few seconds later, when Quentin says "OK, here we are" the horse is again walking behind them. In the following shot of Maria and Quentin walking, the horse is not there.
In the train car loaded with gold, there are many more gunshot sounds than there are gunshots, including two after Jackson (Dwight Yoakam) had exited the train car. By this time six shots had been shown on screen from Maria's (Penélope Cruz) gun.
On the train, the gold bars are shown in wooden boxes with the misspelled name "Banco del Mejico" painted on the lids.
When the bandidas try to rob a bank for the first time and Jackson enters to open the bank's "vault" for himself, the safe and its interior shelves are clearly made of wood and not iron.
Living in 1848 in Mexico, Maria and Sara both have shaved armpits.
When Sara discovers her father dead and tries to break out of the house, the hooves of the horse that kick the goon clearly never touch him.
Mexican military persons salute much the same way Sarah and Maria do near the end of the movie - right hand palm down, fingers extended either to the brim of headgear or just above the eyebrow. But Mexican civilians properly salute with the hand palm down, fingers extended, elbow bent so that the thumb touches at the base of the sternum.
As Jackson walks into the kitchen car on the train late in the movie, he comments to the effect that it "smells like a subway". The movie is set in 1848. The New York subway system (first in the nation) did not open its first station until October of 1904.
All roles in this movie are seen brandishing breech-loading pistols, which were not available in the Western Hemisphere until the .22 caliber short Smith and Wesson Model 1 in 1857. Larger bore breech loading firearms (such as all firearms shown in the movie) and ammunition for them came several years later.
At many points in the movie, we see henchmen carrying lever-action rifles. The first successful lever action rifle was produced by The Henry Repeating Arms Company of Bayonne, New Jersey, U.S.A. in 1860.
Quentin talks about, and uses, a fingerprint method to identify a criminal - at least twenty years before this method was ever introduced for any means of personal identification (in India in 1877).
In order for a breech-loading revolver to work, it must be loaded with modern cartridges, integrating both brass housing and bullet as a single unit. The first such cartridges were produced around 1854 by Eugene Lefaucheux in France.
There is a blue karabiner visible when one of the bandidas are climbing the rope during one of the bank robberies.
While the movie is set in 1948, the map on the wall shows the current border between Mexico and the US which was formalized in 1854 with the Gadsden Purchase.
When Sara and Quentin investigate a bank posing as a couple, Sara is mourning her late mother. Later while arguing with Maria about kissing, she said she was "a widow in mourning"