The muskets the time of Cortez, when fired had a huge amount of smoke come out of the barrel. The weapons used here had no smoke at all. In fact even the sound was a modern weapon of the 1870s.
After being scared off his horse by Artemus' fake rattlesnake, the bandit swims to the bank to climb out while being covered by Arte's gun. When he reaches the bank, he puts his hands on a concrete ledge that marks the edge of the pool of water used to shoot the scene.
During a fight scene West throws one of the henchmen into the camera causing it to wobble back and forth.
When Jim is caught spying on Cortez by a guard, he and the guard come through a doorway. It's clearly a stuntman falling off the stairs on to the wooden crate.
Night time scenes were filmed during daylight hours using a filter to darken the scene. BUT using this technique left the sky blue and the sky at night is ALWAYS black. Further, using this technique always leaves distant objects distinct with detail, where as if it really were night, they would have just disappeared into the background and shadows.