The movie was filmed in Monument Valley. A few years back I was able to meet a Navajo guide who woke me at 5:am and took me to places the tourists rarely see. He explained where this scene and that scene was filmed. An interesting tidbit was to learn that Clint Eastwood actually climbed to the top of the famous "Totem Pole" w/i the area with a beer can in his hand. If you google the Totem Pole in Monument Valley its a hard story to accept but he insisted and was there at the time. This was either part of the film The Eiger Sanction or training for it.
