How The West Was Won Filming Locations?

How The West Was Won Filming Locations? Cave-In-Rock State Park – 1 New State Park Road, Cave-In-Rock, Illinois, USA. Silverton, Colorado, USA. Verde River railroad bridge, Perkinsville, Arizona, USA. Cumberland River, Kentucky, USA. Badlands National Park, South Dakota, USA. Battery Rock, Shawnee National Forest, Illinois, USA. Where was how the West was fun filmed? Production.