Ang Lee spoke to Hollywood Reporter about the logistics of making the film and how Alberta served as a reasonable facsimile for Wyoming. Lee consulted regularly with the screenplay writers in an effort to get the tone just right. Asked about shooting the film, Lee told me, he "barely had enough budget (about $14 million) to do it. So I had to shoot quickly and for economic reasons we had to go to Canada instead of Wyoming. So to stage Wyoming and Texas in Canada and not only were there a lot of sheep that we had to move around a lot, but also we traveled around a four hour driving perimeter from Calgary to find those little towns and locations to make up Wyoming and (had) to dress them up. So (there was) a lot of traveling. We only had like nine weeks of shooting. Basically, it required simple shooting to finish it on budget. And, also, I think the writing required a very simple style. I think the hardest thing was to keep (the main characters) aging properly.
"There were lots of details, so each time you get into their lives, they're two or three years from the last time you saw them. Somehow the accumulation of (such) slice of life (scenes) added up to an epic feeling. I think that's the hardest part cinematically. Then, of course, everything is to secure acting. So I did a lot of rehearsing with the actors and talked about the content, the style, the details and dramatic needs and the arc, the development of the characters. There were lots of rehearsals and lots of location scouting and lots of study of the realistic West, which Larry was very helpful on.
http://www.hollywoodreporter.com/thr/columns/grove_display.jsp?vnu_content_id=1001958943
