Kevin Costner was originally involved with Tombstone (1993), another film about Wyatt Earp, written by Kevin Jarre. However, Costner disagreed with Jarre over the focus of the film (he believed that the emphasis should have been on Wyatt Earp rather than the many characters in Jarre's script) and left the project, eventually teaming up with Lawrence Kasdan to produce his own Wyatt Earp project. Costner then used his then-considerable clout to convince most of the major studios to refuse to distribute the competing film, which affected casting on the rival project. As it turns out, the rival film was considerably more successful.
Kevin Costner and Gene Hackman were, prior to co-starring in this film, starring in films directed by Clint Eastwood, he also co-starred in Unforgiven (1992) with Hackman and in A Perfect World (1993) with Costner. Incidentally Hackman and Costner played bad guys in these films.
Kevin Costner and Michael Madsen have both worked twice with director Roger Donaldson on two films each. Costner; No Way Out (1987) and Thirteen Days (2000). Madsen; The Getaway (1994) - incidentally released the same year as this film - and Species (1995).
In addition to Kevin Costner and Michael Madsen being in Roger Donaldson films, the same cinematographer, Andrzej Bartkowiak, shot two of these films. Costner; Thirteen Days (2000) and Madsen; Species (1995). What's more Bartkowiak shot Donaldson's Dante's Peak (1997).
Both Kevin Costner and Michael Madsen have played psychopaths, including sadistically torturing one of their co-stars on screen. Costner did this to Christian Slater in 3000 Miles to Graceland (2001) and Madsen did this to Kirk Baltz in Reservoir Dogs (1992).