Wayne, thanks for posting the picture. The locomotive is the William Galloway/Lafayette or a replica. Originally used on the B&O. It went into service in 1837 and was replaced in 1839.
http://www.borail.org/Lafayette.aspxI had not seen one like it before in any western movie.
The opening scenes are in "Western New York", allegedly. They are actually shooting in Encino, CA. Most of the movie is set much further west but the opening is allegedly upstate NY. BTW, the line was chartered in 1836. It wasn't "opened" until 1843. It was originally a "horse" powered rail line.
The second photo is from the Tonawanda Valley and Cuba railroad which started operations later and used more advanced locomotives and has no direct ties to the line in question.
The motion picture appears to have used the oldest locomotive design they could get their hands on. The few woodcuts I could find of early New York loco's are of a different design, albeit just as primitive.