In reality, Jesse James suffered from a syndrome that made him blink much more than the average person. Although it's mentioned at the start of the film, Brad Pitt barely blinks during most of his scenes.
Ron Hansen, writer of the novel, spent about a week on the set. He helped with editing and even had a cameo in the film. During an interview, Hansen lauded Casey Affleck, who he thought added his own perspective to the complicated character of Robert Ford. Hansen then said, "In some ways it feels like he was born to play this role."
A scene at the beginning reveals that half of Jesse James' left middle finger is missing. The top half of Brad Pitt's left middle finger was digitally erased in every scene in which his hands appeared.
During filming, Sam Shepard was in his 60s and Brad Pitt was in his 40s. The characters they play are supposed to be in their 30s. Casey Affleck was in his early 30s, close to Robert Ford's age during the epilogue, but much older than Ford's age during the main plot.
When Jesse goes looking for Jim Cummins, he introduces himself as Dick Turpin. A legendary English rogue and highway robber of the 1730s, Turpin was romanticized in English ballads and popular theatre of the 18th and 19th century. Dick Liddil introduces himself as Matt Collins, a play on Mattie Collins, Liddil's wife.
Early on, director Andrew Dominik battled Warner Brothers over editing. Warner didn't like the movie's length, and wanted more action. Dominik wanted to examine the relationship between the famous outlaw and his eventual assassin. In the end, Warner went with Dominik's version, partly because Brad Pitt, who produced the film, backed Dominik, even though Dominik didn't have final cut as part of his contract.
The original cut of the movie was nearly four hours long. It was edited down to two hours and forty minutes at the studio's request. At one point, Pitt and exec producer Ridley Scott put together their own cut. When it tested poorly, they went back to Dominik's cut. The 4-hour version played at least once, most notably at the Venice Film Festival.
The gun Jesse James gives Robert Ford is an 1875/1878 Smith and Wesson Model 3, Schofield .45 caliber revolver with single-action, top-break and auto-eject. It was the first pistol to use a large caliber and auto-eject. It was famously used by other gunslingers, like Pat Garrett and John Wesley Hardin.
In the saloon, the minstrel sings a memorial to Jesse James. The lyrics are based on "The Ballad of Jesse James," a popular poem at the time. Songs based on the poem have been recorded many times over the years, by artists including Woody Guthrie, Bob Seger, Bruce Springsteen and The Pogues.
Garret Dillahunt was originally set to play Robert Ford's brother, due to his striking resemblance to Casey Affleck. Because of a TV commitment, Dillahunt got a smaller role, and Sam Rockwell replaced his original part.
To this day, no one is sure if Robert Ford killed Jesse James with a Smith & Wesson No. 3 (either the .45 caliber "Schofield" or the New Model .44 Russian) or a Colt .45 caliber Single-Action Army (aka "Peacemaker"). Many primary sources contradict each other. Ford surrendered a nickel plated No. 3 Smith & Wesson when he was arrested shortly after the killing, yet he later claimed he'd used a .45 Colt, which he holds in a famous photo. In the film, Ford uses the nickel-plated Smith & Wesson, which Ford claimed was a gift from Jesse (who reportedly favored the No. 3) to kill James. When he and his brother Charley re-enact the shooting, he uses the .45 Colt.
Robert Ford is told that opals are unlucky. This is a long-standing superstition, because opals lose their luster and iridescence over time. The iridescence is due to moisture being caught in the crystal. When it dries out, then the opal becomes "flat."