SANTA FE — On a ranch in northern New Mexico, where the cottonwoods and the dusty foothills have formed the backdrop of Westerns since the 1950s, Alec Baldwin was filming a new movie on Thursday afternoon when his character, an outlaw, needed a gun. An assistant director grabbed one of three prop guns that the film’s armorer had set up outside on a gray cart, handed it to Mr. Baldwin, and, accordi