I'd use the wonderful map from Kenzer's Aces&Eights: Mexican West, CSA, Deseret, Republic of Texas, etc. I'd make the horror and fantasy increased as you travel west: occult yet known in the big, civilized cities of the coast, and unchained weird and blatant in the interior of the continent. Plus, the magic-users classes from Spellslinger are very, very nice.
Socially, I'd keep the prejudices of the era as they were: it was the real thing those days and, more important, brings drama and grittiness to the game.