Whether Jesse James or Robert Ford is the "main character" of the film is debatable, considering the amount of screen time and thematic weight each character receives. Though Ford's life extends through the entire film, James is given more weight while he's around. In spite of whatever argument you might make, Brad Pitt's star power, combined with Jesse James', ensure that James is always considered the lead role.
Although Mary-Louise Parker and Zooey Deschanel are billed near the top, neither one has more than a brief cameo.
California Doubling: Filmed in Winnipeg's Exchange district (which looks sufficiently old, for that matter). Many scenes were also filmed in Fort Edmonton Park in Edmonton, Alberta.
Dawson Casting: A strange case. Frank James, Jesse's older brother, is 38. It's implied that his life as a bandit has been hard on his looks, so maybe he's supposed to look about 50. He was played by Sam Shepard, aged 64 at the time. The 32-year-old Casey Affleck also plays Bob from the age of 20, though the film follows him through the rest of his life. Brad Pitt is also nine years older than Jesse was at the time of his death.
The Cast Showoff: She may have had most of her role cut but Zooey Deschanel gets a song to compensate.