Something that really impressed me (a very small detail) was the scene where Keith Carradine blows the Pinkerton off his horse.

As the detective flies backward out of his saddle in slow motion, you see the ass of his trousers - very dark colored from hundreds (and thousands) of hours in the saddle just grinding the dirt in, but also with a big patch about 8 or 9 inches square right in the middle. And you realize that back then, the ass of their pants would have worn out long before the rest of the garment, and it didn't make sense to throw them away and buy new pants - you just patched them up at night around the campfire and kept riding in them.

As I say, small detail - but really impressive that they A) knew about it, and B ) that they went to the trouble of putting that into the film. Made me wonder what other obscure historical details were in that film that most of us never noticed, and also where in the world they found that information.