This particular list is a mix of horror and SF/fantasy books. I tried to keep it to books with cowboy like figures or with a western feel to the story, so no civil war or depression era stuff.
The Six-Gun Tarot – R. S. Belcher
American Vampire - Scott Snyder + (graphic novel)
From the comments:
Red Country - Joe Abercrombie
The Half-Made World - Felix Gilman
The Strange Adventures of Rangergirl - Tim Pratt