A woman has died and a man has been injured after actor Alec Baldwin fired a prop gun on a New Mexico film set for the 19th Century western Rust.

Halyna Hutchins, 42, was shot while working on the set as director of photography. She was flown to hospital by helicopter but died of her injuries.

The man, 48-year-old director Joel Souza, was taken from the scene at Bonanza Creek Ranch by ambulance.

Police said they were investigating and that no charges had been filed.

In a statement to AFP news agency, a Santa Fe sheriff spokesman said Mr Baldwin had spoken to detectives.

“He came in voluntarily and he left the building after he finished his interviews,” the spokesman said.

Police are trying to establish what type of projectile left the prop gun and how. Mr Baldwin was seen outside the sheriff’s office in tears, local media reported.