After the bandits have robbed the passengers, they run towards the rear of the train instead of towards the front, where their getaway locomotive is waiting. In the next shot, they are seen running towards the locomotive.
When the bandits rob the train and drive away with the engine, it is on the right rail track. When they stop to proceed on horseback, the train is on the left.
Every time a gun is used, it is pointed away from the person/camera. This was done for two reasons. The first being that film was in its early stages, so they didn't think the audience could see the tilted guns. The second reason is that blank cartridges for pistols weren't invented/widely used at the time, so they used real bullets.
When the telegraph operator revives with his hands tied behind his back, he uses one of his hands to help him stand up and then quickly puts the hand behind his back again.
When the guard riding with the money in the baggage car is shot, he throws his arms straight up in the air and falls to the floor with them extended. He is shot more then once, but while laying on the floor, he holds his right arm up off the floor while his attackers search his body. Once they get up, he crosses his right arm across his face.
Obvious dummy is thrown from the train.
The robbers, getting away in the engine, arrive in the very same spot that they left. The surrounding background gives it away.
When the robbers force all the passengers out of the train, one man runs and is shot and killed. After the robbers leave, the other passengers go to him and turn him over. However, just before anyone can touch him, the dead man starts to turn himself over by turning his left leg, as he turns his left foot.