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Caveat, not all of these are rootin-tootin yeehaw cowboy wild west, but all tying in to the West in the American (and in one case Canadian) consciousness
Posts
Appaloosa - The movie got me interested in the series.
Resolution
Brimstone
For me though, Louis L'Amour is western fiction.
They are ultra fast reads.
It's a trap!
Non-Fiction
Bury My Heart At Wounded Knee and The American West, both by Dee Brown
In the Spirit of Crazy Horse, by Peter Matthieson
Nature's Metropolis, by William Cronon
Fiction
Most anything by James Welch
Most anything by Tony Hillerman
Little Big Man
I'll have more thinky-time after breakfast and see if I can add anything
http://www.jleebutts.com/books.htm
The Hayden Tilden stuff is particularly good, starting with LawDog.
http://www.amazon.com/Lawdog-Life-Times-Hayden-Tilden/dp/0425182185/ref=sr_1_4?ie=UTF8&s=books&qid=1272137356&sr=8-4
This list could begin and end with Lonesome Dove.