Criminal charges may still be filed over last week's fatal shooting on a film set in New Mexico, US police say.

Actor Alec Baldwin accidentally shot dead cinematographer Halyna Hutchins and wounded a director on the set of the Western film Rust.

"All options are on the table," District Attorney Mary Carmack-Altwies said of any potential charges. "No one has been ruled out at this point."

Investigators also said there was "some complacency" around safety on the set.