While riding his horse in the film, Depp says the animal decided to jump over a couple of bumps in the trail. He was riding on a special saddle, which makes it appear as if he's riding bareback, but isn't safe on a jumping horse. During one of the jumps, the saddle slid to the left, leaving Depp hanging off the side of the horse, with no way to pull himself back up.
He says he had to make a decision, "Will I go with the beast until someone wrangles it, or will I drop?" Depp chose the latter, falling on his back under the horse. The horse lifted its front legs, stepping over Depp, but did clipped him a bit with its back legs.
"I figured that fear would kick in, but it didn't," Depp says. Letterman asked the question on everyone's mind, "Where are the stunt people for heaven's sakes? You're Tonto!" "That's the exact same question I had," Depp said, as he and Letterman shared a laugh.
"The Lone Ranger," also starring Armie Hammer as the Lone Ranger himself, is in theaters July 3.