Henry Fonda originally turned down a role in the picture. Director Sergio Leone flew to the United States and met with Fonda, who asked why he was wanted for the movie. Sergio replied, "Picture this: the camera shows a gunman from the waist down pulling his gun and shooting a running child. The camera pans up to the gunman's face and... it's Henry Fonda." (Until then, and with one exception, Fonda had only been cast in "good guy" roles. Leone wanted the audience to be shocked.)
Al Mulock, who played one of the three gunmen in the opening sequence, committed suicide by jumping from his hotel window in full costume after a day's shooting. Production manager Claudio Mancini and screenwriter Mickey Knox, who were sitting in a room in the hotel, witnessed Mulock's body pass by their window. Knox recalled in an interview that while Mancini put Mulock in his car to drive him to the hospital, director Sergio Leone said to Mancini, "Get the costume! We need the costume!" Mulock, who had appeared as the one-armed bounty hunter in Leone's "The Good, The Bad & The Ugly", was wearing the costume he wore in the movie when he made his fatal leap.
For the opening sequence where the three dusters waited for the train, filmmakers lightly coated the face of Jack Elam with jam and began filming close-ups while letting a fly out of a jar filled with flies, attempting to get Elam's reaction as one would land on his cheek.
The main selling point to producers for the use of the Techniscope process was the savings in camera negative. But, another advantage was being able derive the 2.35:1 aspect ratio while shooting with spherical lenses which avoided the distortion created by anamorphics during certain camera moves and extreme close-ups (such as those used by Sergio Leone). This film, together with The Good, the Bad and the Ugly (1966)(also directed by Leone and shot by Tonino Delli Colli) are now considered masterpieces in the use of the Techniscope system.
Henry Fonda prepared for his role as the villain "Frank" by arriving in Italy with a pair of brown colored contact lenses and a grown mustache. When Sergio Leone saw them, he ordered them removed. Leone had planned an important close-up shot of Frank's entrance and wanted the audience to instantly recognize Fonda with those blue eyes.
When Henry Fonda was trying to decide whether to be in this film, he asked his friend Eli Wallach, who had just made Il buono, il brutto, il cattivo. (1966) with Sergio Leone, if he should take the part of Frank. Wallach said that he had to do it and told Fonda, "You will have the time of your life." (Similarly, it was Fonda, saying he considered Leone one of the greatest directors he ever worked with, who persuaded 'James Coburn' to take the part of Mallory in the second "Once Upon a Time..." film, Once Upon a Time in the Revolution (1971).)
The Indian woman who flees from the train station in the opening sequence was actually played by a Hawaiian princess, Luukialuana (Luana) Kalaeloa (aka Luana Strode). She was the wife of actor Woody Strode.
The original script called for Clint Eastwood, Lee Van Cleef and Eli Wallach (in their roles from The Man With No Name trilogy) to be the trio gunned down at the train station. Eastwood, whose star was rising in Hollywood, did not want to be seen as a villain and objected. When he did, Wallach backed out as well. Leone had to pull Jack Elam and Strode from later in the script. Though they got paid handsomely, they lost almost 30 minutes of screen time. In the original script, they would have killed Harmonica to fulfill Jason Robards' prediction that those who live by the sword die by it as well. With Elam and Strode changed, Harmonica was allowed to survive.
This marked the first of the last three films to be fully directed by Sergio Leone. All three of his last films would be edited for U.S. distribution resulting in box office failure in the U.S. although the uncut international versions would be successful in other countries.
Co-writer Bernardo Bertolucci says on the film's DVD that when he first suggested to director Sergio Leone that the film's central character be a woman, Leone was hesitant. Leone first budged on this subject by suggesting the introductory shot of Jill would be from below the train platform so the camera could see under Jill's dress and show she wasn't wearing any undergarments. Claudia Cardinale says she was never told this idea and says she probably wouldn't have agreed to be in the movie if it required this shot (suggesting that Leone, mercifully, gave up on the idea in the writing process).
Sergio Leone made hundreds of references to films that influenced him. Some were quite obvious (like three men waiting for the train as in High Noon (1952)) and some were very subtle, like the choice of Woody Strode's sawed-off Winchester rifle, similar to the weapon Steve McQueen carried in the TV series Wanted: Dead or Alive (1958). McQueen referred to this unique weapon as a "Mare's Leg".
Jason Robards showed up at the set completely drunk on the first day of filming, and Leone threatened to fire him if he ever did that again. Robards was generally well-behaved thereafter, though in June 1968, after receiving word of the assassination of Robert F. Kennedy, Robards broke down and refused to perform until the day was over, and Leone decided to stop filming for the day.
In the opening scene, when Stony (Woody Strode) is under the water tank, water kept dripping onto the brim of his hat, causing him to flinch and Sergio Leone to stop filming. Leone was going to move Strode but, at the actor's suggestion, kept him in the same spot. Strode wanted his character to be viewed as so cool as to not let dripping water affect him. On the spur of the moment, Leone had Strode take off his hat and drink the collected water.
The original intent for the opening scene was to use music already composed by composer Ennio Morricone. However, the attempted blend didn't seem to fit well. The decision was made to drop Morricone's score from the opening train station sequence and record the ambient sounds relating to the scenes (including the squeaking windmill and individual footsteps) after Morricone experienced a musical performance created by using only the sounds of a metal ladder. This created an exaggerated version of what had come to be known as "spaghetti sound".
Although Lionel Stander's establishment is located in Monument Valley, the interiors were actually shot at Cinecitta. Cheyenne's men enter with a cloud of red dust. The red dust was actually dust imported from the Monument Valley location.