The Gambler plays a high stakes card game, supposedly on a moving train, but none of the fringed curtains sway with the movement of the car showing that the game is being played on a stationary set.
After the initial poker game with Brady, Billy goes outside. Billy, under a sign that says El Paso, Texas, asks the station master when the train will be leaving. The station master peers around Billy at an arriving stage coach. Behind the stage is a saguaro forest. BUT saguaros ONLY grow in the Sonoran Desert, which is in Southern Arizona and Northern Mexico, some 300 miles from El Paso, Texas.