Walt has a pack with him as he takes the long walk to the Medicine Woman on the Crow Reservation. He doesn't have the pack when he arrives, and isn't carrying the pack later either.
The station wagon Henry and Gab park is in a different location when Henry gets in and drives off the next morning.
Grammar error on the letterhead of Monte's complaint: It should read "Sheriff's Department," not "Sheriff Department."
The series supposedly takes place in Wyoming, but at about 36:46 a flagpole can be seen in the background with the US flag at the top, and the state flag of New Mexico (where the series was actually shot) at the bottom.
When Browning confronts Walt and Gab, he has an accomplice behind him armed with a rifle. It is subsequently revealed that he has a second accomplice behind Walt, similarly armed. After Henry shoots the henchman behind Walt, and a second shot hits a tree, Browning points his hand gun at the first rifle man when looking for who fired the first shot. He does not fire, though, and there is only one more shot heard, when Will wounds Browning after he takes a bead on Gab. This original accomplice is neither seen again nor his fate mentioned.