This  well-done Walter Hill western tells the familiar story of the bank-robbing James and Younger Gang, played by real sets of brothers. 

The train robbery sequence was filmed on the Sierra Railroad east of Oakdale, CA with the famous Sierra #3. The rest of the train consisted of Baggage Car #21, the three movie coaches (#2, 5 & 6) and Coach/Caboose #7. 

We see the train again (in a slightly different configuration) for a night-time traveling scene.