Really good, though disturbing, movie. I visited the town that a lot of it was shot in - Las Vegas, New Mexico (they refer to themselves as "the REAL Las Vegas). The "Mexican border crossing" was actually an overpass on the highway there. The lady in the historic hotel on the square took us upstairs to see the room where they shot the scene were he jumped through the window.
It's a very interesting small town; apparently just about every bad guy in the Old West passed through there at one time and shot somebody. Now, they're attracting a lot of movie activity as they have the town square rigged to look authentic (Old West, depression era, WWII, etc) without much work. Antennas, etc. on top of the buildings can be dropped quickly.
