The film is dedicated to "Hemshaw and Jasway who galloped valiantly in the service of the film". The horses Hemshaw and Jasway were killed by a freak lightning strike some weeks after filming was complete.
The Montana Kid mocks the RCMP numerous times throughout the film. This is ironic, considering Paul Gross (who plays the Montana Kid) was famous for playing Benton Fraser, the RCMP officer on Due South (1994).
Paul Gross genuinely did all the fancy hand work with the genuine Colt 45. He says in an interview the film was too low budget to have a hand stand-in, so he practiced for hours, and there's likely lots of footage of the gun flying out of his hand.
Sean's hand-written will is comprised of word-for-word excerpts from George Washington's will, including the word "Imprimis" (from Latin, meaning "Firstly").