Val Kilmer, who lives on a nearby New Mexico ranch, agreed to a cameo in this film, secondary to his work with New Mexico's Film Investment Program.
Tommy Lee Jones and Eric Schweig learned some Chiricahua Apache for this film. Their instructors were two of the last three remaining fluent speakers.
Tommy Lee Jones also portrayed a tracker in The Hunted, which came out the same year, and which also featured Jenna Boyd, who plays his granddaughter in The Missing.
Ron Howard's father, Rance Howard plays the telegraph operator and Ron's brother, Clint Howard, plays the sheriff.
This is the last Ron Howard film to be scored by James Horner. Their first collaboration was Cocoon (1985).