The Half-Made World by Felix Gilman is a wild, inventive ride. It takes place in a seriously alternate version of our world in the late 1800s, where technology and mind-altering demons go hand in hand. Fortunately, this crazy land is peopled with deep, well-developed characters, a rare occurrence amidst so much intricate world-building.
“Science fiction western” sounds like an oxymoron, but space travelers and cowboys have plenty of similarities: they’re often portrayed as hardy individuals traveling through hostile landscapes, visiting isolated colonies of civilization where things are rarely as they seem, and the natives often have their own agendas.
There aren’t a ton of sci-fi western novels out there, so this list includes several short story collections.