All I know of are: -Red Dead Revolver -GUN ^I've never played them, and don't know if they're even worth it. Also do any of them use classic western songs like that of "The Ecstasy of Gold" by Ennio Morricone? I love that song.
Red Dead Revolver is a great game, and totally worth a play. The multiplayer is fun as well, grab it if you can find a copy.
For a east meets west game for PS2 there's Samurai Western. But it's not very good, But maybe worth a rent. IGN: Samurai Western Review
I'll also voice my support for Gun. It is a pretty fun game and it features the voice of Thomas Jane. If you care about that sort of thing. I never did get a chance to play Red Dead Revolver.