High River, Alberta, was the perfect small-town stand-in for Tin Star's fictional Little Big Bear, but the Rocky Mountains were not as prominent in the town's skyline as the show's producers had imagined. The town of Waterton, 200 kilometers to the south, is surrounded by a dramatic, mountainous landscape but wasn't equipped to host Tin Star's large crew. The solution involved compositing footage of Waterton's mountains with footage shot in High River to create the final images of Little Big Bear seen in the series.
According to Tim Roth, the cast improvised a lot during filming of the family scenes in the pilot episode.
The Little Big Bear police department exterior is actually the Museum of Highwood in the town of High River, Alberta.
The physical appearance of the masked character in episode one was kept secret. None of the actors portraying Worth family members had seen their co-star in costume until the character entered the scene while it was being filmed.
The Albertan accent was challenging for Christina Hendricks to pull off because, while similar to the standard American accent, there are shifts in tonality and unique words that are characteristic to Alberta only. According to Hendricks, she had to work on the accent every night during filming.