The Legend of Zelda Twilight Princess
While we're on the subject of Western themes, might as well turn to one of my personal favorites. For the few I've played/seen, I enjoy the Western genre, with its acoustic guitars and all. Finally entering the Hidden Village and discovering it's an Old West style ghost town was a pleasant surprise, and this track made it all the more so. Even as it conveys a classic Western feel, it contains the game's main theme, which I think is quite an accomplishment.