A second sequel was dropped, due to this film not making enough money. However, Robert Rodriguez approached Sony with an idea that the Zorro reboot should be set in a post-apocalyptic future. But, Sony executives wanted the Zorro reboot to be gritty and be in the style of The Dark Knight (2008), showing how Don Diego de la Vega became Zorro. Batman was heavily influenced by Zorro. The reboot was rumoured to be titled "Zorro Reborn".
The sequel went through many titles. It was originally called "The Mask Of Zorro 2" and then that title was changed to "Zorro Unmasked" which had been the original script title by Ted Elliott and Terry Rossio. After their script was not used the title went to "Zorro 2" then to "The Return Of Zorro" before Sony pictures finally settled on the title "Legend Of Zorro".
Between The Mask of Zorro (1998) and this film, Zorro changed his name from Alejandro Murrieta to Alejandro de la Vega. Not only is de la Vega a respectable surname which would make it easier to enter high society, but Murrieta was a wanted criminal so using that name would be counterproductive.
The trivia items below may give away important plot points.
The locomotive used on the train at the end of the film was not actually capable of moving under its own power. The illusion of it pulling the train was created by alternately using an out-of-vision diesel locomotive to pull or push, a blue screen set up next to the steam locomotive with passing scenery added later, or an about 1/8 scale operable model of the train.
When Alejandro and Count Armand play polo, the game essentially turns into a jousting match. Rufus Sewell (Count Armand) played Count Adhemar, a professional jouster, in A Knight's Tale (2001). In both movies, he turns what should be a blunt object into a sharp-pointed object in an attempt to cheat and win the match.