The U.S presidential train seen at the beginning of the movie is called Rail Force One, a clear reference to the real life U.S presidential airplane Air Force One.
There are many anachronisms, historical inaccuracies and factual errors in the film, as well as switching between English and French in the language used on signs. The "Lucky Luke" comic was never meant to be an accurate depiction of life in the American West; creative freedom would often be used to enable a good laugh.
John Wayne is credited in the end credits of this movie for not being in this movie.
When Billy the Kid arrives in town, a bank named James Huth Bank can be seen in the background. James Huth is the director of the film.
When Belle sings "The Lonesome Cowboy" in the saloon, as she says Cheval she looks straight at Pat Poker (Daniel Prévost). Prevost had previously played Lucien Cheval in Le Dîner de Cons (1998).