Fatal Method Acting: Almost happened a few times during the production. When they filmed the scene where the bridge is detonated a chunk of debris flew not six feet from Clint Eastwood's head and it would have meant his death if it hit him. When Eli Wallach had to lie by train tracks as a train went by he wasn't warned that if he raised his head too high the steps jutting from the cars (which weren't accounted for when figuring out safety concerns) would have taken his head off. On another occasion a crew member put a bottle of acid right beside his drink and he was almost poisoned when he drank from it (he had the sense to spit it out right away). And yet another time when he had his hands bound and was sitting on a horse during the scene where Blondie shoots the rope the horse got too spooked and ran a mile before anyone could stop it.
Just Train Wrong: The military train scene. The engine is quite clearly a Spanish engine with a cowcatcher and balloon smokestack clapped on, and the buffers are clearly visible. As the train moves on, we can see the European-style two-axle cars, instead of the American bogie cars, which were well established by the 1860s.
Clint Eastwood apparently warned Wallach not to trust the Italian film crew because of how dangerous it could become during filming. Wallach describes how he burned his throat after mistakenly drinking a bottle of acid that was either in poured in another bottle or in a bottle with a cap similar to Wallach's favourite lemon-lime pop and not properly marked. And then one of the horse stunts where Wallach's hands were tied behind his back and the horse galloped off and no one was around to stop the horse once it took off. And again where pyrotechnics used to sever a rope didn't quite get the job done right and the rope nearly choked Eli to death. And of course, there's that whole thing about the big bridge explosion going off at the wrong time because of poor communication.
Speaking of the bridge scene, if you look closely, a huge piece of debris lands about two feet from Clint's head as he's behind the sandbags. And you all thought it was for effect.
Tuco's line "When you have to shoot, shoot, don't talk!" was actually improvised by Eli Wallach, which apparently caused the whole crew to burst out laughing. Eli was a little perplexed because he thought that what he said was actually pretty sensible; that is, he didn't mean it as a joke, but his delivery and the look on his face made it side-splittingly hilarious.
Tuco playing with the guns in the gun shop was improvised with permission from Sergio Leone, as Eli Wallach had no idea how guns really worked. The exasperated look in the seemingly feeble shop owner's face is real.