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I only know a few, like Red Dead Revolver, GUN (Steam game) and Darkwatch

If you don't mind older games, Desperados is worth a look. It's a bit like Commandos but with a western setting.

GUN is probably the best western game out there .

I like Call of Juarez too, even the older ones in the series aren't too bad if you haven't played them. GUN sounds familiar too....

If you don't mind it being very old, LucasArts's Outlaws from 1997.
The gameplay is based in the old Dark Forces engine (Star Wars), so it's 2.5D (3D levels, 2D sprite props and enemies) and to shoot anyone who's really high above you, you have to aim a bit below them, but other than that, it's a solid game with memorable villains* and levels and has one of my favorite video game soundtracks (if nothing else, just listen to the soundtrack on YouTube sometime).
The story's predictable, but not bad, and the classic animation is something you rarely see anymore.

I haven't tried to get it to play on Win7 though, so I don't know how well it does on modern systems.

*the villains are memorable for their characters, not their boss fights, which are usually just the same as the regular enemies, but they're bullet sponges

Call of Juarez & Call of Juarez: Bound in Blood are way better than Gunslinger IMO.

Gunman Chronicles

It has Western, Dinosaurs and Space - what else could you want? =)

The good ones have been mentioned, but watch Deadwood next. Still my all-time favorite show, the measuring stick I compare all others to.