Tommy Lee Jones and William Sanderson previously appeared together in Coal Miner's Daughter (1980), which starred Sissy Spacek. Spacek took over the role of Lorena in the sequel, Streets of Laredo (1995).
Principal photography lasted for 16 weeks at 6 days a week, and encompassed 89 speaking parts, 1000 extras, 30 wranglers, 100 horses, 90 crew and 1400 cattle. Some scenes were so complex that they were shot from 6 different cameras at once.
When Gus kills his horse to use it as a shield against Blue Duck's men, the horse can still be seen breathing. Additionally, it moves its leg in a later frame.
During some shots of the thunderstorm brewing up in Part One, the ground isn't moving at all, revealing the "storm" to be a rear-projected special effect.
When Gus goes to shoot up the Indian encampment with July Johnson, count the number of Indians who "go down" from being hit versus the number of shots fired. One more Indian dies than the number of shots fired.