When Onza is on the phone with the police officer, he tells him keep the Americans away and hangs up the phone. In the next shot, the conversation continues, and he has the phone in his hand again.
When Armando helps Miss Lopez on the horse, a cigarette in his mouth can be seen and not seen between cuts.
When Raul is crouching behind the cars in the final gunfight, he runs out of ammo for one of his pistols (the "bedazzled" one), and he throws it away. Later, he is seen using the same pistol when he is shot.
Sonia is in the water up to most of her chest, cut to Armando, and back to her only wet up to her waist.
In the first scene, Armando bends down to pick up a stray calf. There is a cut to him completing the lift. His face has gone from being covered by a bandanna to not being covered, and the calf has gone from a medium brown (live) calf to a black (fake) sheep. There is even an accompanying sheep's bleat as the camera moves in for a close-up. There are no sheep shown on the range, and the conversation after the opening credits is about Armando's concern for the calf. No mention of sheep.
(At around 6 mins) When Will Ferrell is hiding behind the rock, the background is a two-part screen and was not lined up straight. However this movie has a lot of deliberate mistakes. A very obvious painted background, not lined up straight, is just one of them.
In the beginning, when the dead man is dragged off by one of the trucks, it is clearly a fake (dummy or mannequin). However, as is mentioned elsewhere, there a number of mistakes that may be intentional, poking fun at the entire genre.
An incredibly fake looking cougar shown on a tree branch at the end.
When Armando is told about his father's shooting at the wedding and orders everyone to action, there is both a visible and audible 'reel change' signal: a beep-beep sound, plus the image jumps.
When Armando helps Miss Lopez on the horse, a crew member's hand and forearm appear briefly on the left of the screen to steady the horse's head.
As the camera closes in for the extreme closeup of the DEA agent's sunglasses, it magnifies the view of a film crew member eating in the reflection in the glasses.