Incorrectly regarded as goofs
Even though the Cannonball is supposed to be a wood burning locomotive, and the tender car is loaded with chopped wood, the smokestack is blowing pitch black smoke. It should be blowing mostly white or light gray smoke from the wood. The black smoke reveals the real-life locomotive actually burned oil. In episode 1, this is explained away by saying that they're burning ties from the railroad.
With the Shady Rest miles from any town, and the only road a badly rutted fire road, the Cannonball was supposedly the only way to get to the Hotel. As the years unwind, however, the writers ignored this fact more and more and have characters arriving without any regard to when, or from where, the Cannonball arrived. Sometimes, person(s) A would enter the hotel immediately after the train gets in, and then a few minutes later person(s) B would enter, but person(s) A never saw them on the train. Other times, people arrive at the hotel, and then a few minutes later the train arrives.