I like Weird West, and I could play a pulp western, but historical western expansion is indeed a very complex setting that doesn't really lend itself to fun adventures. A lot of the pioneers moved west to escape the stifling encroachment of politics even by the standards of the 19th century, but the government followed, and the US military did a lot of nasty stuff, the US broke every treaty it made, and a lot of settlers failed to respect the indigenous inhabitants.

I am tempted to run a villainous D&D campaign where players are recruited by a lich to build a dungeon, capture monsters, and then lure adventurers to their doom to feed souls to his phylactery. The players will probably need to build a thriving town to support the adventurers. Think the original Diablo, but the baddie needs Tristram to thrive, so there's an incentive to not murder people at random. Then again, if some adventurers do manage to escape the dungeon with the lich's treasure, some hunting down may be required.