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Sarah Hannah Peale's gravestone says she was born in 1836 and died in 1876. Since the show is based two years after her death, that means that the episodes are set in 1878.
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Although early comments by Hannah about the women having the vote in Wyoming suggests that Curtis Wells may have been located in Wyoming Territory, the voice-overs refer to the times that Newt spent in Montana Territory.
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Hannah's mother died two years prior to this episode taking place. Josiah was always worried that something would happen to his daughter.