Neil Patrick Harris gets to say his famous catchphrase from How I Met Your Mother (2005) when he is challenged to a duel by Albert: "Challenge accepted!" Neither of the writers knew that when they were writing the movie. Later, during test screenings, they didn't know why audiences were laughing.
The made-up death chant that Albert bellows is actually the 1980s song "Tarzan Boy" by Baltimora.
The genesis of this movie is an inside joke by Seth MacFarlane, Alec Sulkin and Wellesley Wild. They discussed how the Wild West was always depicted as dangerous, and believed that there are too many ways to die in the setting.
Ewan McGregor: At the fair, when Albert asks why everyone is laughing at Foy's joke. McGregor was shooting another movie in the area, and was happy to cooperate.
Seth MacFarlane: [reusing Family Guy gags] During his pow-wow with the Indians, Albert says "Mila Kunis, Mila Kunis" in Native American speak. The translation below reads "fine." The same gag was used with Jabba the Hutt in It's a Trap! (2011).