Near the beginning, Brett McBain is shooting birds, and Timmy (Brett's son) collects the birds and shows them to his sister Maureen. The birds are chukkar partridge, which were introduced into the United States by the U.S. Fish and Wildlife Service in the 1920s and were not present before then.
When Harmonica climbs down the ladder, only to meet Frank at the other end of a '45, we clearly see that the ladder is electro-welded to the wagon and the steps are also electro-welded to the legs of the ladder. A rather lousy welding job, by the way! The movie takes place around 1870. Electro-welding started during the '90s, but the method got practicable only in the 1920s and began to be commonly used in the late 1930s when the great navies (except for the Royal Navy) started to use the method for their first-line ships. The great leap forward came during WW2, when Liberty ships and many other vessels was electro-welded.
During Harmonica's confrontation with Frank towards the end of the movie, his hair appears to have grown significantly from earlier in the film; however, when he enters the house to talk to Jill, his hair is short again.
When Harmonica arrives at the McBain ranch and plays his harmonica at night, he lights a match, which is shot out by Mrs. McBain. In the shot of Harmonica the next day when he confronts Mrs. McBain, he has a cut on his left cheek from the earlier night with the gunshot. In all following scenes, the wound has disappeared.
When Sam is taking Jill McBain to the ranch they have to go through the construction site for the railroad. Disgusted by the construction Sam starts whipping the horses to try and speed the buckboard up. During one of the backhands with the whip Sam accidentally hits Jill in the head. Jill gives him a "what the hell" look and says something inaudible to him which one can imagine what it was.
At the very end of the movie, the camera pans back to show the complete scene of men working at the station. The train and carriage have come through the embankment 'cutting' and are passing through the new station. Then the scene cuts to a camera behind the 'cutting' and the train has only just passed through it.
When the train carrying Harmonica pulls into the station at the start of the movie, one shot shows the engine to have stopped short of the water tank spigot. The remaining shots have the front of the engine stopped where it would need to be to take on water.
After just being shot in the left shoulder Harmonica is able to physically manhandle Wobbles in the laundry while trying to get him to talk concerning Frank. Harmonica grabs Wobbles by his scarf, throws him around the laundry, puts the scarf in a clothes wringer and with his left arm and hand tightens it around Wobbles neck using the hand crank.
The train's box cars have four wheels, a rounded roof, and other features more akin to European railroad practice. The passenger cars have a more American appearance, but feature buffer and chain couplers which were not used on US railroads. The locomotive, though fitted with a bell, cowcatcher, and other applications seen on American engines, has a plate frame, whereas American engines have bar frames.
Spanish railways have a broader gauge (1,674 mm) than the American railways, which are mostly built in standard gauge (1,435 mm). In some scenes of the film it can be clearly seen that the "Morton Railroad" has been erected in the broad Spanish gauge.
On the DVD case, Sergio Leone is quoted as saying "All of the characters in the film, except Claudia (Cardinale), are conscious of the fact they will not arrive at the end alive". He had apparently forgotten the ending.
Brett McBain orders his daughter Maureen to cut the bread in thicker slices, because 'they're throwing a party'. Maureen argues that she cuts them as thick as usual. In real 19th century life the rich actually ate their bread in very thin slices, because cheese, meat and other toppings were far more expensive than the bread itself. Poor people ate thick slices of bread to save on toppings.
Frank goes to Morton's train and finds that dead bodies are scattered around. But the train's fireman appears not to be bothered. The engine's safety valve opens frequently, which means that the fireman dutifully keeps doing his job and keeps the boiler at maximum pressure. (The fireman and the driver never appear in the movie, but they must be there.)
In the stable scene, Harmonica says to Cheyenne, " I saw three of these dusters a short time ago. They were waiting for a train. Inside the dusters, there were three men." While all three were wearing dusters upon arrival, only two of the three gunslingers were actually wearing dusters when Harmonica arrived.
When Jill arrives at the station, she is one of many people leaving the train, and her baggage is carried by two men and placed beside her as she walks along, and stands on, the platform. She looks at the clock and her watch. Shortly after that she is again seen leaving the train, this time on her own, and now the two men again carry her bags from the train as she walks onto the station once more.
At around 1:20 in the movie, when Frank is in the train with Morton and the mexican-looking man, we can clearly see the tie on Frank's hat is on his right side when he sees Harmonica's shadow on the roof. The next scene, it's on his left.
In the opening scene Harmonica is involved in a gunfight with three of Frank's men at the Cattle Corner Train Station. During the gunfight Harmonica is shot by Stony. When Harmonica regains consciousness and sits up a bullet hole is visible in his coat where he was shot in the left shoulder. The bullet hole in Harmonica's coat becomes quite visible in the tavern when Cheyenne points to where Harmonica was shot with his gun and says; "And maybe faster than you." After that tavern scene the bullet hole disappears from his coat throughout the rest of the movie.