As I said -- that somewhat contradicts the information that is printed in "The Art of Thor" book, put out by Marvel. Although, that book's at home, so I'd have to wait until then to pull the exact quotes.
Also, I did recognize some of the buildings, even "updated" as they were.
The thing is that Feige's statement isn't completely contradicted by the information that they shot at Bonanza Creek Ranch (which has -- you guessed it -- a Sante Fe address).
By "existing town", Feige may mean a REAL town... which the Old West town set at Bonanza Creek isn't, obviously. And certainly, Marvel built new elements to add to the existing set -- the lab/car dealership is only the most obvious one to point to. So yes, they substantially retrofitted/updated the existing set for the movie, they did a lot of building.
And I'm not meaning to imply that they couldn't subject the set to a LOT of destruction. They obviously did. So did C&A (an awful lot of it got blown up and set on fire). It may be inaccurate to talk about the set being "original", in the sense that it gets substantially tweaked and rebuilt by each production that uses it -- the Appaloosa DVD, as I said, had a feature about how they transformed the basic set into what they wanted, and they showed some comparison shots between what they did and how it looked in Silverado.
Another thing I don't know (but find interesting) is the question of... who has primary responsibility for the condition in which the set is left? Bonanza Creek seems to be a private ranch that rents out as a location, and gets used by so many productions (these four I'm talking about aren't the only ones, by a long shot) because it offers this ready-made Old West set that the productions can customize. Maybe it gets put into the rental contract, regarding not only what they can do to customize it, but also whether or not they have to "leave it in the state they found it in"?
There's no reason to suppose that a production couldn't contract with the ranch to blow a lot of it up -- clearly both THOR and C&A did that. It makes one wonder what was actually left after the movies were done shooting. But then -- you've got this one recognizable building showing up in each of the four movies I've talked about. So there must be some effort to return the overall set to its original state after each production.