According to her grandson Peter Riva, who was interviewed for the Icons Radio Hour, Marlene Dietrich's fight scene was unchoreographed. She and Una Merkel agreed to do it impromptu with the only rule being no closed fists. They used feet, pulled hair, and Marlene had bruises for weeks afterwards, but the director got everything in one take.
Una Merkel recalled filming the fight sequence: "Neither of us knew what we were doing. We just plunged in and punched and slapped and kicked for all we were worth. They never did call in the stunt girls. Marlene stepped on my feet with her French heels. The toenails never grew back. She was stronger than me. She was very powerful and I was very thin. Luckily, I have a remarkable constitution. I was bruised from head to foot when it was over. I looked like an old peach, green with brown spots. And I felt like one too. At the end of the scene Jimmy Stewart came in and dumped a whole bucket of water over us. He did it in long shot. Then he had to do it over for close-ups. Then Life Magazine wanted pictures so they did it over again. He dumped water on us for hours."
In the original script, there was a scene in the movie showing Marlene Dietrich putting her winnings from a wild night of gambling below her dress neckline. The censors initially approved her comment. Patting her chest, she exclaims, "There's gold in them thar hills." After the preview audience roared at the line, the censors ordered it to be removed.
According to her grandson Peter Riva in an Icons Radio interview, Marlene Dietrich had no interest in doing a western when presented this script. But her friend Erich Maria Remarque convinced her that it would be perfect for her. Remarque told her that it would make her "more American". "If I am more American", Marlene asked him, "can I do more against the Nazis?" Remarque answered, "Of course". Dietrich's motive for doing this movie was to warn Americans about the Nazis.