Episode 203. The Debt – First aired on September 12, 1965.

In an interview David Dortort talked about this episode, some details changed by the time it was filmed. "One episode centres around a letter received from Adam, which tells about a new discovery by Alfred Nobel called dynamite, which Adam learns about studying at college in Boston. Ben Cartwright needs to blow open the entrance to a mine which has been blocked off by a rockslide. So Adam sends a complete report on the new explosive, with detailed directions how to use it. There are some complications when the townspeople of Virginia City become wary of the dynamite."

Episode 208. Devil On Her Shoulder – First aired on October 17, 1965. 

The original script was written for Adam and was later changed to Joe after Pernell left.  

According to an article: Kent McCray and directors like William Claxton spend days cruising through pine tree areas seeking places that are exactly right for specific scripts. A script may even be rewritten a bit to fit an especially beautiful location. One of these was this episode, shot almost entirely on location. It took McCray and Claxton two full days of four-wheel driving to find that location. 

Blooper: At the beginning when Hoss is pretending to arm wrestle the little boy, Joe is leaning on a horse, then he has his arms crossed, leaning on the horse and then his arms crossed again.  

Episode 220. Ride The Wind - Part 2 – First aired on January 23, 1966. 

First aired on January 23, 1966. In some countries (including Australia) these two episodes were released as a movie. 

Alex Sharp (stuntman on Bonanza) said that Michael was determined to learn how to do the Pony Express mount (swinging onto and mounting a running horse). The first time Michael tried it he fell and did a bit of damage to himself but he kept trying until he was able to do it. 

According to David Dortort this is how they got the idea for this episode: “The very fact that Adam is mailing letters led to the investigation of the mail system in the Old West. That led to a two-part series on the Pony Express. It was perfect for Bonanza, because the Pony Express mail headquarters was located in Virginia City.” August, 1965.

According to an article: The script called for Peabody (Guest star, Dick Peabody, one of the few men in Hollywood bigger than Hoss), to kill a maverick in a corral of wild horses with a piece of fence - made of balsa wood. What Peabody didn't realize was that the entire fence on the outdoor western street at paramount was of balsa. As he rammed the fence he stumbled right on through it and into the 16 wild horses, scattering them all over the Paramount lot. It took a crew of 60, including the ever-present professional wranglers, another half hour to restore order to that set. 

Guest star Wayne Newton played Andy Walker.