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.
Magnificent Bastard: Herod. This magnificent bastard not only holds an entire town hostage as his own little kingdom, once killed a group of priests who nursed him back to health and burned down their mission, shoots and kills a boy who loves and looks up to him as a father, 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, but he also 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!