In reality, Jesse James famously suffered from a syndrome that made him blink much more than the average person. Although this is mentioned at the start of the film, interestingly Brad Pitt makes a point of barely blinking during most of his scenes.
At the beginning of the film, Jesse James' finger disfigurement is revealed to the audience. If one pays close attention, the top half of Brad Pitt's left middle finger is painstakingly erased in every single scene it appears in with the help of computer graphics.
Ron Hansen, writer of the novel, spent about a week on the set, and helped with editing and even enjoyed a cameo in the film. During an interview, Hansen lauded the acting prowess of Casey Affleck, who he thought added his own perspective to the complicated character of Robert Ford. Hansen then says, "In some ways it feels like he was born to play this role."
Sam Shepard (Frank James) was in his 60s and Brad Pitt (Jesse James) was in his 40s during filming. The characters they play are supposed to be in their 30s. Casey Affleck was in his early 30s which approximates Bob Ford's age during the epilogue but is much older than Ford's age during the main plot.
Jeremy Renner was originally considered for the role of Robert Ford, but he was ultimately thought to be too old for the character. The director in turn offered him the role of Wood Hite, which Renner accepted.
In the saloon scene, the "minstrel" is singing a memorial to Jesse James, the lyrics of which are based on the popular poem of the time, "The Ballad of Jesse James". Songs based on the poem have been recorded many times over the years, by artists such as, Woody Guthrie, Bob Seger, and The Pogues.
Making "James" was a long and arduous process. There was a well-publicized tug-of-war between director Andrew Dominik, who caught Hollywood's attention with indie title Chopper (2000) and Warners over the editing of the film. Warners' wasn't entirely in sync with the pacing of the movie, or the length. Dominik was thinking more like 'Terence Malick' in examining the relationship between the famous outlaw and his eventual assassin, Robert Ford, played by Casey Affleck. Warners was in favor of having at least a bit more action. Ultimately, Warners went with Dominik's version, even though Dominik didn't have final cut as part of his contract. Part of the reason was that Pitt, who produced the movie through his Plan B shingle, backed Dominik. At one point along the way, Pitt and exec producer Ridley Scott had put together their own cut. When it tested to only so-so results, they went back to Dominik's. The original cut of "The Assassination of Jesse James by the Coward Robert Ford" was nearly four hours long. It was edited down to two hours and forty minutes, its current runtime, at the studio's request. However, it did play at least once at its original 4-hour length, most notably at the Venice Film Festival, where Brad Pitt picked up the Best Actor Award. After the viewing, critics at the festival called the film "majestic."
When Jesse goes looking for Jim Cummins he introduces himself as "Dick Turpin". Dick Turpin, a legendary English rogue and highway robber of the 1730s, was romanticized in English ballads and popular theatre of the 18th and 19th century. Dick Liddil introduces himself as "Matt Collins", which is actually a play on the name of Liddil's wife, Mattie Collins.
Garret Dillahunt was originally set to play Robert Ford's brother, due to his striking resemblance to Casey Affleck, but due to a TV commitment, Dillahunt was given a smaller role and Sam Rockwell replaced his original part.
The revolver Jesse James gives to Robert Ford is an 1875/1878 Smith and Wesson Model 3, Schofield .45 caliber with single-action, top-break and auto-eject. The first pistol to use a large caliber and auto-eject. It was famously used by other 'gunslingers' such as Pat Garrett and John Wesley Hardin.
The debate rages on as to whether Bob Ford used a Smith & Wesson No. 3 - either the .45 caliber "Schofield" or the New Model .44 Russian - or a Colt Single-Action Army (aka "Peacemaker") in .45 caliber, to kill Jesse James. Many of the primary sources are contradictory to one another - Ford surrendered a nickel plated No. 3 S&W at the time of his arrest shortly after the killing, yet later claimed he had used (and is seen holding in a famous photo) a .45 Colt. Whatever the truth may be, both versions are presented in the movie in a unique way. In the film, Ford uses the nickel-plated S&W, which Ford claimed was a gift from Jesse (who is reported to have favored the No. 3) to commit the killing, yet he later uses the .45 Colt Single Action in he and his brother Charley's stage re-enactment of the event.