Two horses were injured during filming and later euthanized. The American Humane Association released a statement saying that both racehorses suffered severed fractures that were checked by veterinarians and deemed inoperable. The People for the Ethical Treatment of Animals criticized HBO over the injuries and euthanization of the horses. After the death of a third horse, HBO suspended any filming involving horses while investigations by the AHA took place. It was determined that the third horse was not injured during filming. HBO decided to cancel the series rather than risk any further animal injuries.
Series creator David Milch is a recovering gambling addict in real life, and drew on his own experiences for part of the storyline. He jokingly refers to that part of his life as "the most expensive research period" of his career. The sad part is that making the show caused him to relapse on his gambling addiction.
Michael Mann and creator David Milch got along so badly during the making of the pilot that Mann banned Milch from the set for the rest of the season, something Milch resented a lot because he loves watching the actors work up close.