In the opening scene, when the car pulls up to the saloon, the palomino horse tied to the hitching post is wearing a bridle. Shortly thereafter, on the closeup of the horse making a face, he is wearing a halter.
Jesse James comments that McGrew could not outdraw a crayon. Crayons were not invented until 1903 two decades after the real James died. However, Jesse James and the other Old West outlaws can see how Rance is treating their reputations, so it is likely they have seen the invention of crayons.
At around 18 minutes, the camera elevates and shows a hilly backdrop. A cement truck can be seen driving up a road.
At about 17 minutes in, a look at the mountains behind reveal electric utility towers and oil rigs on top.
When Rance McGrew is running from Jesse James you can see the shadow of the Boom Mic.
At different times while they are filming Rance's various takes in the saloon, his Ford T-Bird with the longhorns is clearly visible out in the street.