Many of the people playing small parts, bit roles, and extras were allowed to create their own characters for the movie.
'Robert Altman''s initial preference for the role of McCabe was Elliott Gould, whom the studio producing the film refused to accept.
Warren Beatty loved to perform multiple takes of his scenes. Once, when Altman was ready to wrap shooting for the day, Beatty insisted on more takes. Altman left and had his assistant shoot them and Beatty did over thirty takes of the scene. Altman got his revenge by ordering Beatty to do 25 takes of a scene involving Beatty in the snow.
Editor 'Lou Lombardo' complained that the soundtrack was too "muddy" and asked Altman fix it. Altman refused and later claimed the bad soundtrack was Lombardo's fault.
The original title of this film was "The Presbyterian Church Wager". It was rejected due to complaints by the church to Warner Bros.
At the beginning of the film, there is a shot of McCabe lighting a cigarette before crossing the bridge. According to Robert Altman, Stanley Kubrick loved that shot and called him up asking him: "How did you know you had it?"
During post-production on this film, 'Robert Altman' was having a difficult time finding a proper musical score, until he attended a party where the album "Songs of Leonard Cohen" was playing and noticed that several songs from the album seemed to fit in with the overall mood and themes of the movie. Cohen, who had been a fan of Altman's previous film, Brewster McCloud (1970), allowed him to use three songs from the album - "The Stranger Song", "Sisters of Mercy" and "Winter Lady" - although Altman was dismayed when Cohen later admitted that he didn't like the movie. A year later, Altman received a phone call from Cohen, who told him that he changed his mind after re-watching the movie with an audience and now loved it.
Ranked #8 on the American Film Institute's list of the 10 greatest films in the genre "Western" in June 2008.