First Hollywood epic Western was shot in Utah with pioneers as extras "The Covered Wagon" was the first big-budget Western epic, and it was filmed on a little reservoir outside of Garrison, Utah. and last updated 2021-07-23 19:52:51-04 MILLARD COUNTY, Utah â "The Covered Wagon" wasn't the first Western from Hollywood studios, but it was the first big-budget Western epic, and as such, it's one of the most influential movies of the silent era. It was filmed on a little reservoir outside of Garrison, Utah. The population at the time: 109. Film critic Roger Moore wrote: âThe Covered Wagonâ established the tropes, the conventions, the action beats and archetypes that carried John Ford and John Wayne, Howard Hawks and Henry Hathaway, Clint Eastwood and the Coens through a century of Western cinema.