Filmed in New Mexico. Lots of movies made here. I can tell which ones just by the sky and clouds.
The credits say film locations were in New Mexico, Nebraska, and Colorado. Wiki has more...
“The Gal Who Got Rattled” was shot on private land north of Mitchell in the Nebraska Panhandle.
“The Ballad of Buster Scruggs” and “Near Algodones” were shot in New Mexico.
“The Meal Ticket” and “All Gold Canyon” were shot in Colorado, the latter in Telluride.
“The Mortal Remains” was shot entirely on a sound stage.
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