During the course of the shoot, writer-director Taylor Sheridan was visited on set by some Shoshone tribal leaders who astonished him with the revelation that, at that very time, there were 12 unsolved murders of young women on a reservation of about 6,000 people. Due to a 1978 landmark government ruling (Oliphant v. Suquamish), the Supreme Court stripped tribes of the right to arrest and prosecute non-Indians who commit crimes on Indian land. If neither victim nor perpetrator are Indian, a county or state officer must make the arrest. If the perpetrator is non-Indian and the victim an enrolled member, only a federally-certified agent has that right. If the opposite is true, a tribal officer can make the arrest, but the case must still go to federal court. This quagmire creates a jurisdictional nightmare by choking up the legal process on reservations to such a degree, many criminals go unpunished indefinitely for serious crimes.
Jeremy Renner was the director's first choice for the lead role but as he was busy shooting Arrival (2016) at that time, Taylor Sheridan approached Chris Pine who later had to drop out because of his role in Wonder Woman (2017). Coincidentally, Renner's schedule opened up and was roped in for the role.
In order to get attention for the movie so that Taylor Sheridan could get enough money to finish it in post production the way he wanted, he entered it into Sundance without telling his producers, who he says were not happy because they were trying to close a deal with TWC for the film. Nevertheless, that deal was eventually made.
The grueling location shoot was filmed in real blizzardy conditions with crew and equipment being primarily ferried to locations on snowmobiles and snowcats, since regular vehicles were totally unsuitable for the hazardous terrain. Cleaning up unsightly vehicular tracks left in the snowy landscape had to be done with some compositing in post to keep the vista in 'virginal' condition.
Jeremy Renner's character uses a pair of Swarovski EL binoculars (an accurate representation of a predator hunter's quality optic, costing approximately $3,000) in a Badlands case with a quick-release magnetic closure. The binoculars appear to be the general purpose EL 42 model. Although similar to rangefinding models, from the lack of the rangefinding prism/laser (normally located on the bottom of each barrel), it appears they are the non-rangefinding type. This is best seen when Renner's character is showing the FBI agent where to look for snowmobile tracks on the mountain at 44:38. The small half-inch white marks on the front of the barrels are for optional protective flaps.
The 45-70 is an older cartridge developed in 1873 for the US Army. It is still in use, often in antique rifles and replicas. For this reason, commercial ammunition manufacturers keep the pressures low for safety. Cory carries a modern version of the 45-70, a Marlin Model 1895SBL fitted with a telescopic sight, while hunting the mountain lion. That explains the scene showing Cory hand-loading his 45-70 ammunition. He is making a cartridge with significantly higher pressure than he can get in a commercially manufactured round. His loads have more velocity and greatly improve ballistic performance.
Elizabeth Olsen, Jeremy Renner, and Jon Bernthal are all part of the Marvel Cinematic Universe. Olsen as Scarlet Witch, Renner as Hawkeye, and Bernthal as The Punisher in Netflix's Daredevil and The Punisher.
The trivia items below may give away important plot points.
The quote that concludes the film ("While missing person statistics are compiled for every other demographic, none exist for Native American women.") isn't entirely true. There is one more demographic that the FBI has always refused to compile statistics for: missing children.