The opening scene of the movie is set "somewhere in Texas". It is grassy and moderately wooded. Context clues place them 37 miles west of Daugherty, Texas, which is in the far western part of the state, and one of the slavers requests to be taken to a doctor in El Paso, confirming the west Texas locale. (Although, El Paso is not close enough to help that guy.) However, here is a photo I took of the only tree within 300 miles of that town. Note, also the lack of grass.
At this point, Django is at the end of a long, oddly well feed forced march from Greenville, Mississippi, an approximate 900 mile oddly well feed forced march to be more specific. They were probably walking them about 20 miles a day, (It's not possible to march people much faster. Not, if you want to keep them alive.) which makes this walk about 45 days long. But the real mystery is, where were they going? Although slavery was legal throughout Texas at the time, it really wasn't very popular in the western part and the state was (and is) virtually unpopulated west of a line roughly marked in modern times by I-35. In other words, if the slave traders wanted to make money, they probably walked about 500 miles to far.
Leaving Texas, Django and Dr. Schultz head to Tennessee. (If the location, was more specific I didn't catch it.) This is a trip of about 1,200 miles. Even if you ignore all the times Susan gets dysentery, (Susan has died.) a wagon can only travel about 30 miles a day. This puts this segment of the trip at about 40 days.
Next, Django and Dr. Schultz decide to spend a lovely winter in the mountains killing white people. But, they don't go to the nearby Appalachians. The mountains they go to are far too, well, rocky.
This part of the movie was shot in Wyoming. Further indication of this western journey is evidenced by the presence of buffalo which were never very common east of the Mississippi River and almost certainly locally extinct in the Appalachians by 1858. This segment of the trip would go a little bit faster with the wagon blown up, but horses can still only go about 40 miles a day. And, at around 1,600 miles the trip to the Grand Tetons (or Big Tits, to any horny French trappers reading) would take in the neighborhood of another 40 days (or instantaneous in movie time).
Returning to Greenville, Mississippi means another (instantaneous) 1,600 miles and 40 days. This makes Django's odyssey about 5,300 miles long with a travel time of 5-6 months. A round trip that looks something like this.
As for the movie, I really loved everything, up until the end of this long trip. However, I felt it became very uneven after they arrived in Candie Land and, much like in Inglorious Basterds [sic], Tarantino's hyper violent revenge based ending felt tacked on, unwelcome, and unfitting of all that had proceeded it.
My initial thought was that all this travel was really not possible in the movie's timeframe, but after doing the math, I have to conclude that it's possible, but grueling and improbable. Calculating the distances actually strengthens the love story at the center of Django Unchained and gives Tarantino an unintentional level of depth. The Proclaimers would be proud of Django for quintupling their sentiment.