I'm going to kick-start this community with my favorite Weird West work. Darkwatch had everything I wanted from a Weird Western: a vampire gunslinger shooting monsters at night. Sure, the gameplay could've been better (a lot better) but the world-building was so fun I loved it anyway.
I don't know if I could handle playing the game again today; it got mediocre reviews even when it was released and the game mechanics are even more dated now. But I'll always have a soft-spot for it and would love a sequel in this world.
Here's a trailer showing just how ridiculous the game was.
Still love this game. I fire it up on my ps2 emulator every once in a while. Still have a working ps2, but I can crank up the graphics/resolution on the emulator so that it looks better than the original experience. It is pretty dated now and had some silly stuff (like ghost Cassidy as a guide) , but I really enjoyed the core gameplay mechanics and setting.
Haven't looked at them in ages but I also have the Art of Darkwatch book and a copy of Heavy Metal magazine that covers the game. There were some cool weird west levels in Red Dead Revolver too.