When Sgt. Galloway is being marched around by the guards, the fife and drum are playing "The Rogues March," which was traditionally played when a soldier was drummed out of the service.
Wagon Train Tracker: Significant backtracking for the train this episode. Geographic reference is made to "being between the North Platte and South Pass," and "Fort Bannerman" (completely fictional but likely a stand-in for Fort Laramie, Wyoming). Presence of Cheyenne war parties therefore likely confirms the train as moving west on the Oregon Trail, west of Fort Laramie.