Ensemble Darkhorse: DiCaprio and Crowe aren't the lead character, but they're as interesting.
Stone wanted DiCaprio to play as the Kid, even paying part of her salary to get him.
Esoteric Happy Ending: Yes Herod and his gang are dead and the town is free from their reign of terrors, but literally half the town was destroyed in the process. How exactly are they going to rebuild?
Foe Yay: Herod invites Lady over for a romantic candlelit dinner and offers to make her his mistress if she'll drop out of the dueling contest. Later, as he's about to fight Cort, he leans in really close and says, "I've always wanted to fight you, Cort. Ever since I first laid eyes on you. It was just this itch I had to scratch." Fighting, eh?
In the deleted scene, Lady and Cort have sex before they duel each other.
This magnificent bastard not only holds an entire town hostage as his own little kingdom, but in his younger days he was even worse. He once killed a group of priests who nursed him back to health and burned down their mission, and was the man who forced a small girl (the protagonist) to accidentally shoot and kill her own father as she attempted to shoot through his hangman's noose.
Hosts an annual picnic-and-quick-draw competition where anybody who wants to take a shot at him (literally) can do so (and most likely end up dead for the effort), all with an eat-your-heart-out smirk on his mug the whole time!
He stops short of being a Complete Monster though. Makes it clear that fighting Kid is something he does not want to do, and orders the boy several times to back out, with no disgrace (an opportunity he never gave any of his opponents who had come this far into the tournament). For the young man, that was never an option - he'll only stop when Herod acknowledges him as his son. Something Herod cannot do for obvious reasons, he HATES liars, and he murdered his wife for suspecting her of being "unfaithful". Acknowledging Kid, would tear him up inside, as he'd be unable to reconcile himself for killing someone who was telling him the truth. He eventually shoots and kills Kid, leaving with regret. Its up to the viewer's interpretation as to whether Herod pitied the boy for loving a man who wasn't his father, or realized he may have just killed his own child.