At the end of the show Cheyenne mounts a solid black horse and starts to ride out of town. The camera turns to the towns folk for the wave goodbye shot. When the camera goes back to Cheyenne, he is riding Brandy again.
While in the marshal's office, Cheyenne takes the marshal's pistol and puts it in his waistband. He steps out the door, looks around (without pistol), and steps back inside (with pistol).
When Marshall Tom Grant is shot and laying in the street he picks up his gun in his right hand. In the next shot the gun is not in his hand.
Cheyenne is using a map to search for the kidnappers. During a very strong wind he takes the map out of his shirt pocket and it is blown away. A couple minutes later he pulls the same map out of his shirt pocket.
At 32:57 and 35:59 the shadow of a boom microphone can be seen.