I'm on a continuous scavenger hunt for other examples of western-horror novels. When I find one, which is seldom, I tend to approach it at an angle and with eyes half-shut, like it's going to spray me with acid or bite or something. Truth be told, I haven't found many, outside of the comic book realm. Here's a brief rundown:
Dead Man's Hand: Five Tales of the Weird West, by Nancy A. Collins. Nancy has a bit of a reputation for her Sonja Blue series, which sadly for her takes a back seat to Laurel Hamilton's Anita Blake series. Dead Man's Hand was apparently published by Two Wolf Press originally, but yesterday in Borders I found a trade paperback copy with Tor's imprint on the spine. I flipped through it; don't care for the style myself, and the stories are definitely horror shorts, as opposed to the dark-fantasy epic thing I'm shooting for.
Fevre Dream, by George R.R. Martin. Martin is probably the best-known of the authors whose works I have found in this genre; however I haven't read anything of his beyond A Game of Thrones, and I suspect few of his fans of that series ever heard of Fevre Dreams, which is a very cool title, by the way. It's the name of a paddleboat, rolling up and down the Mississippi in the 1840's, Huckleberry Finn time. The paddleboat captain unwittingly takes on an aristocratic vampire as a business partner. Lord, I am so sick of aristocratic vampires. My impression is, this is more an Anne Rice-style historical dark fantasy thing than a real western. But that's okay.
One of my writer's group informed me that an alumi of our number, William F. Wu, had written a supernatural western, but in reading the description of Hong on the Range I remain skeptical. It's more a pseudo-futuristic cyberpunk western. The reviewers were not kind, and neither is the $0.72 price tag. Bill is great fun to hang around with, but I personally don't go for broad humor and puns in fiction.
Then there are some contributions from the minor leagues:
Over at Yard Dog Press there are a couple of books by a guy named Ken Rand, whose name is vaguely familiar to me. Look at "The Golems of Laramie County" and "Tales of the Lucky Nickel Saloon."
I'm sure there are others--Joe Lansdale I know has a western-zombie thing out there called Dead in the West-- but I'm tired of looking.
For further reading, and a little listening pleasure, some guy named "Ruthven" over at Amazon compiled a handy list. I can't personally recommend any of it. What I find curious, though, is there's a fairly established subgenre of western horror in gaming--both live and video--and in comics. I wonder why not in fiction? Too hard to market, maybe?
*Exhibits A and B, in case you were wondering, were King's Dark Tower series and the comic series Desperadoes.