Affably Evil: Jesse and Frank James are both polite to everyone they meet in the town, and pay Mary generously when she's hired as their errand girl. When Frank decides to take her hostage, he doesn't drop his polite demeanor and it's implied to not be an act.
Anachronism Stew: When discussing where to go after theyir stay in Walnut Grove, Jesse James suggest they continue to the Dakotas, referring to North and South Dakota. This episode is set in September 1876, by which time Dakota was still a single territory.
Artistic License – History: Bob Ford, the teenage kid who opposes to the discussion about the Civil War, is revealed to be Jesse James' killer, Robert Ford. In real life, he never lived in Walnut Grove.
Grey-and-Grey Morality: When it's revealed that the newcomers in the town are the infamous James Brothers and that they took Mary hostage, the townsfolk are stuck between two options: report them to the bounty hunters, knowing that they'd prioritize the prize for their bodies over Mary's safety or keep the James brothers a secret for as long as possible until they find a way to save Mary.
Jerkass Has a Point: Bob Ford's father, whose first son was killed by confederate soldiers, scolds Miss Beadle's idea of discussing both sides of the Civil War from a neutral perspective. While Miss Beadle points out that such a discussion could help bury hatred and resentment, Mr. Ford objects to discussing a recent conflict that still affects a lot of people, himself included, and which cost him his five-year-old son.
Nice Job Breaking It, Hero: After getting suspicious that the polite strangers in town are the infamous James brothers, the townsmen decide not to tell the women and their children about it until they're certain. This leaves the space for Mary, who doesn't know about her father's suspicions, decides to visit them in secret and is taken hostage. This makes things worse, as the townsfolk no longer have the option to warn the bounty hunters, who wouldn't prioritize Mary's safety and sure enough, shoot at a house where they think the James brothers are hiding after just one warning. Had Charles discussed that the strangers could be dangerous with his family, Mary probably wouldn't have visited at that point.
Series Continuity Error: This episode is set shortly after the failed bank robbery in September, 7, 1876, when most of Jesse James gang was killed. Two seasons earlier, there was an episode set during the Centennial, on July 4, that same year, and it's impossible that only two months have passed throughout all the episode in-between.
When Jesse gets the idea of taking Mary hostage, Frank points out that taking a hostage means they'd have to be willing to kill her, and while Frank is reluctant, he seems desperate enough to go to that length.
The bounty hunters claim that they will prioritize Mary's safety when the townsfolk reveal the James brothers took a young girl hostage, but when Jonathan leads them to an empty house while the townspeople sneak the James brothers out of town and take Mary safely, they promptly shoot at the place after giving a warning and receiving no answer, completely uncaring about the possibility of killing the young girl in the crossfire.
