In the closing scene, when Jim states he'd never leave a loaded gun around, the gun actually appears to be fully loaded.
It was a bluff that she fell for.
When West fires his Derringer to string the wire during the 'negotiations', it made no noise. In reality, they would have heard the shot and realized he was in the room.
When the town blows up in the opening, the explosion occurs from the ground. However, when the smoke and dust clear, the ground appears unaffected.
In the opening scene Jim looks up at a bird of prey and its shadow passes over his face. But the shadow is so large that the bird would have had to have been a few feet above him to cast a shadow that large. Yet when the bird is shown, it is shown at being at a fairly substantial height. And at that height its shadow would not have shown on Jim's face.
In the closing scene the landscape outside the train is obviously a painted back drop.
Doctor Humphries identifies Silvio Balya as one who "...masterfully controls and promotes the use of all opium and cocaine...". In the 1870s, neither substance was illegal in the US and most other countries. Cocaine was widely used in patent medicines and was easily available without prescription. US sale and distribution was banned in 1914, but it did not become a controlled substance until 1970. Opium was also legal, though local restrictions took effect in California as early as 1875; import was not banned nationwide until 1909. Like cocaine, it did not become a controlled substance until 1970. Famously, Coca-Cola contained trace amounts of coca from 1886 to 1906, and cocaine was the drug of choice for the fictional detective Sherlock Holmes.
It is interesting to note, however, that opium prohibition had been in effect in China, where it was produced, since 1729. Its abuse was reportedly brought to the US via Chinese immigrants along with widespread disapproval (mainly due to anti-Chinese sentiment) outside medicinal use (San Francisco banned opium dens in 1875, the approximate time period of the show) despite the lack of federal laws limiting use until many years later.
It is interesting to note, however, that opium prohibition had been in effect in China, where it was produced, since 1729. Its abuse was reportedly brought to the US via Chinese immigrants along with widespread disapproval (mainly due to anti-Chinese sentiment) outside medicinal use (San Francisco banned opium dens in 1875, the approximate time period of the show) despite the lack of federal laws limiting use until many years later.
In the opening teaser scene, a semi trailer truck can be seen driving in the background (upper left) at 1:28 minutes.
Early in the show Arty opens a 3 ring binder. BUT the 3 ring binder was invented by Friedrich Soennecken in 1886. As the Wild Wild West takes place during the Grant Administration (1869-1877) Art's 3 ring binder is out of place by a decade.