Ao ot was, but The Anubis Gates was still one of the works originally indicated:
"...the term steampunk originated largely in the 1980s as a tongue-in-cheek variant of cyberpunk. It was coined by science fiction author K. W. Jeter, who was trying to find a general term for works by Tim Powers (The Anubis Gates, 1983), James Blaylock (Homunculus, 1986), and himself (Morlock Night, 1979, and Infernal Devices, 1987) — all of which took place in a 19th-century (usually Victorian) setting and imitated conventions of such actual Victorian speculative fiction as H. G. Wells' The Time Machine."
All works mentioned there ought to go on a Steampunk Appendix N.
I'm going to suggest Grim Prarie Tales, a 1990 moving starring James Earl Jones and Brad Dourif as two strangers who met on the plains and swap stories around the campfire. It's not a great movie, but good fodder for weird west stories.
House II: The Second Story might be an odd choice since it's set in the modern (1980s) era, but it's a weird west story nontheless.
Ravenous from 1999 is the story about a cowardly soldier stationed at a remote military outpost in California during the Mexican American War. When the soldiers encounter the survivor of a wagon train that ended in disaster and resorted to cannibalism, the fun really starts.