The train that Quentin, Joe, and Rusty are driving is a locomotive of a 2-8-0 wheel arrangement. However, when the train runs off the track, the locomotive is portrayed by a 2 truck Climax type engine of a 0-4-4-0 arrangement. Then, the train reverts to the 2-8-0 once it returns to the tracks.
After Quentin gets the long line of people to go to another window for tickets to west, that long line evaporates. Quentin spends only few seconds at the window. And yet all the people in the line are gone.
When Rusty is told to get water to put out the train's engine, he is seen filling up a bucket from a small tank marked "water" and partially covered by luggage. This tank, however, was part of the baggage car that had been uncoupled from the train in an earlier scene.
When S. Quentin Quale falls down the saloon's stairs, he ends up flat out, with his head to the left. When the Panello brothers pick him up, he is lying upright and leaning towards the right.
In train station you see that Rusty has already stolen S. Quentin Quale top hat but when they meet him again out in the desert he has it back.
Quentin claims he's met Grigory Rasputin (1869-1916). The film is set in 1870, when Rasputin was only a year old. This is not presented as an anachronism for the sake of a gag like the Don Ameche/The Story of Alexander Graham Bell (1939) business.
Indian Pete hands Red a note saying it was delivered by the Pony Express. The Pony Express only ran for 18 months from 1860 to 1861 Go West is set in 1870.
After Terry rides in to see Eve, his horse's rein tightens as an offscreen crew member starts to lead it away.