Kevin Costner on his saga, "Horizon," and a possible return to "Yellowstone"

When Frank Sinatra sang "My Way," he could've been singing about Kevin Costner. The Oscar-winning actor-director is at work on his most ambitious project to date – a four-part saga of the American West. And just like Ol' Blue Eyes, Costner is doing it his way.

"Horizon: An American Saga" is spectacular in every sense. There are four parts, each one feature-length. And Costner says he put his own money – $38 million – into the project (so far). And you can practically see where all the money goes, especially if you happen by one of Costner's shooting locations, like the one he showed "Sunday Morning" outside of Moab, Utah. Around here, it's not so much a movie set as a time capsule. Every detail is accurate down to the doorknobs. "You want to create an environment that's authentic," he said.

The story is authentic, too, about the lure of the Old West, and the tragedy of the people who lived here first.