Oliver Wood was considered to be the film's director of photography, but he was unable to take the job, due to the broken ankle he sustained while shooting Cutthroat Island (1995). He was replaced by Peter Levy (who had also replaced him on Cutthroat Island). Director John Woo later picked Wood to shoot his next film, Face/Off (1997).
The phrase "broken arrow" is not actually used to refer to the theft, loss or seizure of nuclear weapons or components from the U.S.;that's known as an "empty quiver". A "broken arrow" is defined by CJCSI 3150.03B, Joint Reporting Structure Event and Incident Reports, as a US nuclear weapon accident that does not create the risk of a nuclear war.
According to "Trains" Magazine, the train chase scene was actually filmed on the Shortline Montana Western, which of course is not in Utah or Colorado. There is no real rail company called "National Regional."