At night, the actors would actually get together to play music and sing. When they were drunk, they'd make Lou Diamond Phillips sing "La Bamba", as he had played Ritchie Valens in La Bamba (1987).
When the men are going through the Indian village, "Doc" is in the front of the group, with a cover on his face. It's a stand-in for Kiefer Sutherland, who had left the set that morning due to the birth of his child.
In one scene, Billy reads a report that claims he is a lefty, and replies, "I ain't left-handed." This is a reference to films, books, and media wrongly claiming Billy the Kid was left-handed based on a tintype photograph of him. Tintypes produce a reversed image, making Billy look like he used his left hand to shoot.
None of the movie's fight scenes were choreographed. The actors just improvised.
Emilio Estevez was very depressed throughout the shoot because he had recently broken up with his girlfriend. One night, Lou Diamond Phillips decided to play a prank on him in an effort to cheer him up. Phillips had the wardrobe department put make-up on a sheep, dress it up, and put it in Emilio's room.
Tom Cruise: the fourth person shot when Charlie (Casey Siemaszko) bursts out the house shooting, at around 1:39:18. Cruise was on set one day, and the director thought it would be great to get him on the movie. He dressed Cruise as a soldier, complete with false mustache and sideburns, and filmed the climactic battle.