According to some extras, a horse was killed during filming. Despite this happening the words "no animals were harmed during the filming of this movie" appeared during the end credits.
Out of sixty-five days of shooting, forty-five were in temperatures of over one hundred degrees Fahrenheit (thirty-eight degrees Celsius).
Colin Farrell and the other cast members had to spend six weeks at a ranch, hanging out with cowboys, and learning how to ride horses before filming began. Farrell rode a horse named Milagro, and used that horse while shooting the film.
During training, Gregory Smith, the youngest of the cast, became so good with a gun, the wranglers nicknamed him "Secret Weapon".
The guerrilla leader the Frank and Younger Brothers ride with, 'Captain Malcolm' is a fictional character. The Brothers actually rode with notorious leaders like 'Bloody Bill' Anderson and William Quantrill. Anderson carried out the Lawrence Massacre in Kansas where upwards of 150-200 unarmed men and boys were executed and over 100 buildings burned. Twenty-four uniformed, but unarmed, Union soldiers were also captured in Centralia, Missouri by Anderson and his men. All but one were executed and their bodies mutilated. A mounted Union force, led by Major A. V.E. Johnston, gave chase. Anderson and Johnston's forces squared off in a open field. The guerrillas quickly overran the Union force. Over 100 Union soldiers were gunned down and many of the wounded executed, including Major Johnston. William Quantrill also participated in the Lawrence Massacre. Later he and his group overran a company of Union soldiers and civilians in the Baxter Springs Massacre where over 100 men were killed, many as they were trying to surrender. There are conflicting accounts as to the level of involvement the James and Younger brothers had in these massacres. Frank James stated that Jesse did kill Major Johnston in battle..