Looking up old TV shows -- I like The Wild, Wild West and The Adventures Of Brisco County, Jr., and listed them on the Book of Face, but alas, where was Legend? -- I encountered the genre "Weird West."
The Wikipedia listing included a list of titles of films, TV shows, graphic novels and books but there was a huge omission: the brilliant SF writer R. A. Lafferty.
Like Avram Davidson,* Lafftery's short fiction was strikingly original. Quirky. Some of his best work is set in the West -- the Southwest, typically, and no surprise, since that was where he was born and lived. Soothly there is no way work like Sodom and Gomorrah, Texas is anything but Weird West, and of the very finest sort.
Perhaps at the other end of the Weird West scale, you'll find Paladin. Weird? A little; but in a broader sense, the hero of Have Gun -- Will Travel is a proto-superhero in the mold of Batman: he's got two identities (the cultivated esthete vs. the tough mercenery), a recognizable superheroing costume (the all-black trail clothes) and works by his own sense of justice and the law. He's even got an origin story, very much in the classic graphic-novel style. (The writing of these half-hour dramas is remarkably good, by the way. Watch a few and you'll wonder at the flabby meanderings of a modern hour-long drama -- of course, the modern TV "hour" is around 40 minutes of story, vs. 27 or more for HGWT.) I think it qualifies, just over the line between "regular" and "weird" Westerns.
* I can't remember who it was pointed out that Davidson's work, while often not very long, was unusually deep and unusually broad. You can't mistake either of them for any other writer, that's for sure.
5 weeks ago