I've thought for a long time that "Western" is a term that applies better to a setting than a bona fide genre*. Genres come with all kinds of rules and tropes that tend to trap authors into writing the same kinds of stories over and over again. That's why a movie like Rustlers' Rhapsody (which I highly recommend, by the way) works so well. It's making fun of the tropes.
When you ignore the rules and just treat it as a setting, you move past all the cookie-cutter Westerns and end up with movies like Unforgiven. And books like From Hell to Midnight, which is a comedy in cowboy gear. According to Bookgasm, it's not a parody; it's just funny. And it includes "a protagonist who wears jodhpurs, a red polka-dot bow tie and a pith helmet." Sounds good to me.
*Incidentally, I think the same holds true to "Fantasy" and -- for me, anyway -- "Science Fiction." I'd be much more interested in Fantasy novels if they quit being about epic quests and tried telling some other kinds of stories. And I've realized in the last couple of years that I'm not at all interested in the speculative aspects of Science Fiction, but just want to read lots of different kinds of stories that just so happen to have robots, spaceships, laser guns, and aliens in them.