When West is climbing out of the pit his holster gun is missing. When he is out the gun is back in the holster.
Gordon mentions that he has an incriminating letter written in "Russian", which he can understand but cannot read. However, the Cyrillic alphabet, which is used to write Russian, is also used for a number of other languages in countries which adhere to Eastern Orthodoxy. In Europe, those languages include Russian, Ukrainian, Bulgarian, Belarusian, Serbian, Macedonian, and Moldovan. Without being able to read the alphabet, it is not possible for Artemus to be certain just which language was used in the letter.
The Bishop is wearing a wedding ring. Eastern Orthodox bishops are not allowed to marry although priests may do so.
The first Russian West throws off the balcony is obviously a dummy.
The scene of Jim escaping the hole in the ground was originally shown in Season 3's "The Night of the Arrow".