I think a D&D setting with a vaguely Western theme, a Gunslinger class, and so on would work fine, but that's rather different than say, going for an actual Weird West setting that purports to stand alone and not be D&D.I thinkntheybwould work if they are presented as D&D Settings with a good number of variant rules. So, Boot Hill is a Western setpiece, but Wizards and Dragons can enter the picture at any time. Zany? Yes. But it would fit with the Spelljammery miltiverse approach.