While most observers felt that HBO decided to suddenly cancel the show before its promised 2nd season was due to the deaths of horses on the set, Richard Kind told the AV Club when he was interviewed for their "Random Roles" series that this was false and the show was nixed because of the terrible relationship between David Milch and Michael Mann. When Nick Nolte was also interviewed for Random Roles, he was asked about Kind's theory, and he responded "Yeah. I think he's absolutely right."
This was the last full episode of the show that was completed, before the death of another horse led to an immediate shutdown of production. The show was instantly canceled and the rest of the second season was not completed. This last final episode remains unseen.