SANTA FE, N.M.—Light from a high afternoon sun slanted through the tall windows of the weathered wooden church, catching on the plank floorboards and illuminating the stained glass. Outside, the arid ground of the northern New Mexico foothills stretched for miles—a picturesque setting for an Old West gun battle. The actor Alec Baldwin, haggard in a white beard and period garb as he played a wounded character named Harlan Rust, sat in a pew, working out how he would draw a long-barreled Colt .45 revolver across his body and aim it toward the movie camera. A crew readied the shot after adjusting the camera angle to account for the shadows. The camera wasn’t rolling yet, but director Joel Souza peered over the shoulder of cinematographer Halyna Hutchins to see what it saw. Souza heard what sounded like a whip followed by a loud pop, he would later tell investigators. Suddenly …