Adaptation Displacement: Edmund Naughton's novel McCabe has long been out-of-print and is only remembered as the source of the film.
She Really Can Act: When she made her acting debut in Altman's previous film Brewster McCloud, Shelley Duvall came across as exactly what she was: a quirky young woman with no acting experience who the producers happened to run across and put in the film to basically play herself. A few months later she turned around and gave a remarkable, subtle performance as Ida, the Mail-Order Bride. Espcially notable since she only has a few lines of dialogue and does most of her acting via facial expressions.
Special Effect Failure: At the end of the film, the falling snow is rather obviously superimposed. It's especially jarring after the stark realism the film had employed up to that point.
Vancouver Doubling: Filmed in suburban Vancouver, with the town entirely built from scratch.