After Matt hits the window with a rock, the scene turns to Elizabeth at her desk. She turns to the window and walks over to it. Look at the walls and window: The walls are at about a 20-degree angle all the way down, indicating a full attic. When the scene switches to the outside, the roof is lower pitch, and the window is clearly cut out of the roof. The two do not match.
When Murphy goes to town for supplies, he sees Paul Garrett's brother Richard arrive in town. After Murphy finds out about the interest rate, he goes to see Richard. Richard tells him to pay it or not charge. In the next Murphy scene, after returning to Gold Hill, Murphy says, "Sometimes I like to grab that Garrett by the neck and pick him up and shake him... I just don't like that man, he is getting more like his brother every day." This does not match the fact that Murphy just met Richard that morning and he had only been there for less than a day.
When Matthew and Elizabeth walk out of the Saloon together, the sun is in the background, and the shadows indicate the sun is on the right. But as they progress down the street, the two pedestrians cast shadows from left to right, the opposite direction.
Right before the wagon explosion, watch how the left wheels go into a small water filled pothole, on the *left* side of the road, at the road and grass boundary. When they pull the camera angle back to see the explosion, the wagon is in the middle of the road, no pothole visible, and the wagon is hugging the *right* side of the road.
Check out the spot that Murphy and Moses stop for lunch with Matthew and Elizabeth in the back. They left Gold Hill in the early morning and must have ridden for many hours since it is now noon. This is the same spot used in the season 2 episode "Buttons & Beaux," in which Lizette walks from Gold Hill to to Jackson to work and stops at this location to talk to a boy.
When Matt misses his rendezvous with Elizabeth, he runs from the lake to her house. At the front, he picks up a few small rocks and throws them at the window above the front door. How could he know that is her room when he has never been inside?