Bedrockgames
I post in the voice of Christopher Walken
I easily see mythic Wild West stories as a theme consistent with and somewhat underlying some D&D. Most places in D&D you can walk around with your gun/sword on your side, either alone or as a small group. Individual people taking up arms to deal with problems is common. There is a lot of adventuresome combat. The tavern is really close to the saloon thematically. There is the paladin like Lone Ranger and the famous gunslingers who can be evil. Greyhawk's vast spaces between cities and kingdoms fits in with the spaces of the west.
You can also find most of these elements in the wuxia genre as well. And that is from the other side of the Globe. Like I said, I am sure there are american frontier influences, but there are lots of influences in something like D&D and this argument that it basically boils down to cowboys and indians, seems extremely reductionist to me.