Goofs

Lots of snow is caked on the wheels of the steam engine when it travels through town to get to the burning church but when it arrives and the men are hooking up the water hose to the pump, the tires are clear of snow.

When McCabe first enters the saloon the fiddle player is plucking his violin left-handed, but in later shots he plucks and plays it right-handed.

In the saloon, McCabe plays cards and Sheeran lights the lamp while they talk to each other about the bottle of whiskey price. At one point McCabe is shown, from behind, taking the cigar out of his mouth with his left hand and, subsequently, shown from the front, holding the cigar in his mouth with his right hand.

In the showdown between McCabe and Butler, the falling snow is plainly two-dimensional footage that has been superimposed over the shots (none of it settles on Warren Beatty).

The steam engine was deployable very shortly after the fire was discovered, which would have been possible only if the engine had already been lit.

At 1:54:45 (McCabe stumbling away from the wagon in the snow) there's a camera crew visible on the left for a couple of seconds.

At 1:46:02 into the film, when McCabe is hiding in the door of the hardware store, a leg and a foot of a crew-member are visible reflected in the window on the left. After the cutaway it is even clearer when the person moves.