Two Goofs I Noticed
The first one is when Wayne goes to the hanging of the sheep herder. Wayne offers the sheep herder "X" amount of money for the sheep and the herder, (played by Bernard Fox) says back to Wayne "That's highway robbery" and Wayne says back "Do you think you'll get a better offer today"? The goof is how would anyone know in 1909 what a "Highway" is? The second one is when Wayne walks into the station to see O'Hara she gives Wayne the ransom note and when he reads it, the note is upside down. If you watch the scene you can see the word "Hurry!" at the top of the note when it should be at the bottom.
NO ONE WILL BE WATCHING US WHY DON'T WE DO IT IN THE ROAD?