Paladin (Richard Boone) erroneously refers to Montana as a state. During the time period of this series (1870s) Montana was still a territory, with only around 30,000 residents in the entire territory, not gaining admission to the Union (USA) until 1889.
Alix Talton plays a ranch owner of English descent who deals with Indians. Talton herself was of partial Cherokee Indian descent.
In Season 1, Paladin would be heard reciting a line from later in the show during the opening credits. The line Paladin says in the opening credits here differed significantly from what was said later. The opening credits line was "Your guide would cut your throat for $10. If he didn't you'd be shot by desperadoes or scalped by Indians. This gun is your safe passage." In the show a few minutes later the lines were: "Who'll cut your throat for the content of your purse. You can't make it alone. You'll be shot by desperadoes, lost in the mountains, or scalped by Indians." Paladin made no reference to the gun here, but in subsequent lines discussed it. When asked if the gun was necessary, Paladin remarked not always necessary but sometimes indispensable.
When talking to Paladin (Richard Boone), James Brunswick (Tom Helmore) is a little perplexed about the size of US states and territories. For example, the territory of Montana comprised 147,040 square miles compared to England's 50 301 square miles, or even the 93,628 square miles of all of the United Kingdom.
When Paladin and the Englishman Brunswick first ride into town, barely visible on the tepee furthest on the edge of town is the symbol of the swastika. This is actually fairly accurate, as the symbol was widely used in Native American culture during the 19th century, although it would more normally be seen in the tribes of the southwest.