'The Good, The Bad, The Weird' is a lot of fun - recommended!
I ran a couple of games set in a fictional Central American country in around 1925. An old American lawman/gunfighter, a female Mexican (disillusioned) revolutionary, and a retired long-service USMC sergeant, teamed-up to find an American industrialist's kidnapped daughter. I called it No Country for Expendable Old Bastards.
I've long wanted to run a game of Australian bushrangers in the 1850s/60s.