 Pauline Kael emphasized this in her 1971 review of the film.She wrote,

The classical story is only a thread in the story that Altman is telling ...The people who drop in and out of the place—a primitive mining town—are not just background for McCabe and Mrs. Miller; McCabe and Mrs. Miller are simply the two most interesting people in the town, and we catch their stories in glimpses, as they interact with the other characters and each other ...