ZZ Top
I listened to the commentaries for the first time recently and just watched the last one. I had no idea that ZZ Top makes a cameo as two of Hawkeye's hired guns. As Bullock walks away they are the two extremely bearded guys on the right.
This has probably been pointed out already but I got a kick out of it. David Milch says they waited three days on set just so they could be on the show.