Big-Lipped Alligator Moment: The first huge adventure in the Classic era was the three-part Devil's Tower trilogy that directly ties in to the sequel setting Deadlands: Hell on Earth. After the posse goes toe to toe with some of the most dangerous bounty hunters in the "City o' Gloom" and learns the horrifying truths of what goes on in Reverend Grimme's island prison, the posse makes it to the eponymous Devil's Tower and discover that it's inhabited by aliens from outer space. Suffice it to say, this was never mentioned again in future modules, and when the area was revisited in Deadlands Reloaded: The Last Sons, that plot point was very much downplayed.
Character Tiers: There are no levels, so the Marshall is on his own when it comes to scaling opponents to the levels. All of the major villains also form a God Tier. They originally didn't even have stats, and even when they were eventually statted they all have Contractual Boss Immunity.
Complete Monster: (Jasper) Stone, the Harrowed responsible for bringing Hell to Earth, was originally a Confederate officer with a reputation for cruelty and brutality. When he became the servant of the Reckoners, the Four Horsemen of the Apocalypse, Stone ruthlessly killed any who could stand in their way, hunting down and murdering countless heroes. Stone does everything of his own free will for his hunger to take lives and to see Hell on Earth enacted, and is so bad that even the manitou animating his body is terrified of his evil.
Creator's Pet: The Classic supplement Black Circle introduced "a major new force in the Weird West: the Cackler". The authors built up the Cackler as a great mystery and all that readers really knew about him was that he was supposedly the most evil Big Bad ever to walk the world. Heck, the authors even told Marshals not to use him in the game because they had a huge plans for him and wanted to have full control over how he was used. Actual quote: "What you should not do is bring the Cackler into your game yet. Hes coming, and youll know it when he does. Were not ready to say exactly when, but his presence will change the Weird West forever."
For what it's worth, Pinnacle has since done a complete 180 on this, saying that it's highly unlikely that The Cackler will ever turn up again in a Deadlands RPG book. Shane Lacy Hensley has said that perhaps he'll tell the Cackler's story in some other media, but it's clear that they won't bring him up in a future supplement (it's hinted that the story wouldn't really have anything to do with a typical posse).
And indeed, the Cackler's story is going to be revealed in 2015 as a graphic novel, rather than a tabletop supplement.
To a lesser extent, the Four Servitors were Creator's pets as well given how much was written about them and how far the authors went to make sure they were overly powerful and unkillable. Heck, a few scenarios involved the heroes unwittingly making those characters even more powerful (sometimes without them even knowing it)! By the time that Deadlands Reloaded came around, the authors generally relegated them to the background and commissioned a comic series where each of their backstories (which again, had little to do with a posse) could be properly explored.
Stone is something of an exception. While he's still unstatted, the very nature of the character all but guarantees he'll cross paths with a long-running posse eventually, and his weakness is one that can be exploited with a little creativity. Not for nothing, Stone's also the only one of the Four Servitors without an army or any longterm goals other than killing people. Stopping him might prevent Hell on Earth a hundred years hence, but it won't affect the original setting at all.
Genius Bonus: As noted in the corebook, "Harrowed" means "Dragged (forth) from the earth". The word is used as the terminology for sentient undead.
Voodoo Shark: The explanation of why technology still works in Deadwood, but not the rest of the Sioux Nations — magic totem poles erected around the city and the highway leading to it allow Tech spirits to have a refuge from nature spirits that hunt them. Um, where did the poles come from and why can't the Ravenites just make more to expand? Not to mention all the logistical problems of having a major city in the area where Deadwood is (Deadwood is in a valley between mountains — there is absolutely no space there for the metropolis as described in the original Hell On Earth book).
Ghostwalkers, by Jonathan Maberry: Aleksandar Deray is a necromancer who uses his forces to harrow settlements, killing many people and raising them as fodder for his zombie armies. Enslaving others as Harrowed, infecting them with Manitou and keeping them as slaves via Ghost Rock, Deray sacrifices others for power and intends on building an army to conquer America. Having one Harrowed, Lucky Bob, attempt to kill his own daughter Jenny, Deray is later revealed to be running a prison camp, and has the prisoners massacred to test out his iron giant Samson. Leading an attack on the city Paradise Falls, Deray attempts to slaughter everyone there before running rampant through America, building his own empire on bloodshed and ashes.
Thunder Moon Rising, by Jeffrey Mariotte: Jasper Montclair is a wealthy man turned Black Magic practitioner who holds the skull of the deceased Shaman Thunder Moon. Raising a group of monstrous, inhuman creatures, Montclair sends them on killing sprees, murdering civilians and entire families to feed the power of the skull of Thunder Moon. Advancing in strength, Montclair kills more people, intending on sacrificing a little girl named Little Wing to harvest her power and send his beasts to massacre entire population centers, all to reshape the land as he sees fit.