Big fan of the genre
1. Unforgiven - Probably my favorite Clint Eastwood film AND performance. Its a masterpiece imo
2. Tombstone - Insanely loaded cast of heavy hitters. Its baffling that Val Kilmer wasn't nominated for an Oscar for his performance in this. He stole the show.
3. The Assassination of the Jesse James by the Coward Robert Ford - Brad Pitt was so great in this.
4. The Proposition - This is an incredibly underrated western that takes place in Australia.
Plot:
In 1880s Australia, a lawman (Ray Winstone) offers renegade Charlie Burns (Guy Pearce) a difficult choice. In order to save his younger brother from the gallows, Charlie must hunt down and kill his older brother (Danny Huston), who is wanted for rape and murder.
Its violent as hell but really entertaining. Definitely check it out if you haven't already.
5. 3:10 to Yuma (remake) Christian Bale facing off against Russell Crowe was entertaining to watch. Ben Foster was also such a scene stealer in this as the crazy psychopath Charlie Prince
As far as tv shows or mini series go, I'll go with the obvious mention of HBO's Deadwood (that is one of my favorite shows ever , regardless of genre)
Netflix has a great mini series that was released a few years ago called Godless. Jeff Daniels is an evil bastard in it and thought it was really well done.