It is very possible I am mixing up a couple of movies from my childhood in my memory but I am trying to identify one or maybe 2 movies I remember seeing as a child.
I would have seen the movies some time between 1992 and 1994 on VHS. It had an American cast and was set in America.
The key aspects I remember were time travel with a villain attempting to change the past. Something also made peoples heads explode; it may have been the villain or something he attached to people; he may also have been able to control thoughts. I am pretty sure an early plot point was a historian looking at a picture from the wild west and seeing a man with a gun that was far to modern for the age of the picture. I think the villain was trying to change the future by killing specific people from the past.
It has been suggested to me that one of the films I am thinking of is Scanners but I am pretty sure this does not have a time travel element?