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Milch had a bigger cast, a bigger set (on the Melody Ranch studio, where Gene Autry had filmed very different Westerns decades earlier), and more creative freedom than he’d ever had before. There were no advertisers to answer to, and HBO was far more hands-off than the executives at NBC or ABC had been. And as a result, there was even less pretense of planning than there had been on NYPD Blue, and more improvisation. There were scripts for the first four episodes of Season 1, and after that, most of the series was written on the fly, with the cast and crew often not learning what they would be doing until the day before (if that). As Jody Worth recalls, the Deadwood writers would gather each morning for a long conversation: “We would talk about where we were going in the episode, and a lot of talk that had nothing to do with anything, a lot of Professor Milch talk, all over the map talk, which I enjoyed.” Out of those daily conversations came the decisions on what scenes to write that day, to be filmed the day after. There was no system to it, no order, and the actors would be given scenes completely out of context from the rest of the episode.
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Alan Sepinwall (The Revolution Was Televised: The Cops, Crooks, Slingers and Slayers Who Changed TV Drama Forever)