Red Dead Revolver, Red Dead Redemption, Call of Juarez, Call of Juarez: Bound in Blood, Call of Juarez: Gunslinger.
The best of those is easily Red Dead Redemption, but only available on console. However I enjoyed the 3 CoJ games mentioned. Don't bother with Call of Juarez: The Cartel, unless you don't mind a modern setting facing a cartel instead of cowboys or Indians, with really bad dialogue and mediocre gameplay.
Don't forget to check system requirements to see if your system can handle them.