Colin Farrell and the other cast members had to spend six weeks at a ranch, hanging out with cowboys and learning how to ride horses before filming began. Farrell rode a horse named Milagro while learning how to ride, and used that horse while shooting the film.
The trivia items below may give away important plot points.
In the film, Frank and Jesse's mother is killed by an explosion when the agents raided the James homestead. While the explosion did take place, their mother lived but had her arm blown off and a younger half-brother (omitted from the story) was killed.