The film had a $30 million dollar budget. Feeling that the humor of the story was in putting the goofball protagonists against a historical backdrop, the filmmakers opted for realism in the art design. Principal photography began in the summer of 1996. Four weeks were spent shooting in the Big Bear region of Northern California. A town representing St. Louis circa 1804 was constructed at Reading Island park (not really an island) on the Sacramento River, east of Cottonwood, California, and a Native American village set was built upriver. Heat posed a major challenge for the summer shoot, with actors wearing furs in temperatures of over one hundred degrees. For the sequences of the boat on the River, the 2nd unit crew traveled to West Central Montana to film scenic areas on the Missouri River, right along the Helena National Forest and Lewis and Clark National Forest. Additional scenes were shot on locations in Humboldt County, California.