The title refers to the biblical fall from innocence. In Sweden, however, the title was translated as "Höstlegender" meaning Legends of the Fall (the season, as in autumn). Similarly, in South Korea, the title was "Gaeul-ui jeonseol" interpreting "the fall" as the autumn season. The same in France, where it was named "Légendes d'automne".
The brothers enlisted in the Canadian Army and appear to have served in the 10th Battalion Canadian Expeditionary Force by the badges on their uniforms. The 10th Battalion was formed from the 103rd Regiment (Calgary Rifles) which was later known as The Calgary Regiment.
The trivia items below may give away important plot points.
When shooting the scene where Isabelle Two is shot and Tristan gets beat up by the policemen, the actor playing the policeman accidentally really hit Brad Pitt on the head with the baton, giving him a black eye. Shortly after that, they shot the tennis scene that's near the beginning, and Brad Pitt still has his black eye. They had to make up a couple of lines about his "shiner" to explain it.
The final line, "It was a good death" was also used in a later Edward Zwick directed movie, 2003's "The Last Samurai." When Captain Algren (Tom Cruise) finds out that he killed Katsumoto's brother in law, Katsumoto (Ken Wantanabe) replies, "It was a good death."
A foreshadowing of the progression of the storyline happened when a young Isabel Two told Sussanah she "Was going to marry Tristan." When in fact Tristan did marry Isabel Two when she was older and had two children.