About 16 minutes into the film, Albert is training Joey (the horse) outside by whistling. At one point, he jogs away, then turns. Watch the ground around him as he runs. You'll see one shadow extending to his front-left and another shadow to his rear-left. If this scene were actually shot outside there would be only one light source (the sun) and thus only one shadow. Instead, this scene was obviously shot on a sound stage with multiple light sources, creating multiple shadows.