A good portion of these films are terrible but I'm only noting them because you asked for films in this genre. Also, more than a few are present-day Westerns(Carpenter's Vampires, Near Dark, etc)
Television
"Twilight Zone" The Grave (1961) - Old West lawman Conny Miller visits the grave of a man who he failed to track down to prove he was never afraid of him but gets more than he bargained for.
"Tales From the Crypt" - ep26 - Carrion Death (1991)- An escaped con running for the Mexican border ends up killing a state trooper named, but in the process gets cuffed to him and has to drag the heavy corpse across the desert to freedom. To make matters worse, he finds himself stalked by a hungry abnormal vulture.
"Tales From the Crypt" - ep 46 - Showdown (1992)- After killing a Texas ranger, a remorseless gunslinger gets his comeuppance when all of his past victims come back to haunt him.
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Movies
Ravenous (1999) - Captain John Boyd's promotion stations him at a fort where a rescued man tells a disturbing tale of cannibalism.
Dead Birds (2004) - A group of Confederate soldiers who hole up in an abandoned plantation after robbing a bank, and find themselves at the mercy of supernatural forces.
The Burrowers (2008) - In the Wild West a rescue party sets out to find a family of settlers that has vanished from their home under mysterious cir stances
Copperhead (2008) (TV) - Small town in the Wild West is attacked by poisonous snakes.
Sundown: The Vampire in Retreat (1990) - Reclusive vampires lounge in a lonely American town
Ghost Town (1988) - A modern-day deputy tracks an abducted girl to a ghost town, and the spirits of the past who took her.
Grim Prairie Tales: Hit the Trail... to Terror (1990) - Two travellers, one a well to do young clark on the way to a reunion with his wife, the other a feral bounty hunter meet at sundown on a lonely prairie and agree to swap stories to pass the time.
Eyes of Fire (1983) - A preacher is accused of adultery and he and his followers are chased out of town and become stranded in an isolated forest which is haunted by the spirits of long dead Native Americans
Scream (1981) - A group of friends on a rafting trip down a river stop in at an old ghost town to spend the night. Soon their rafts disappear, and then they begin to be eliminated one by one by a mysterious killer.
Near Dark (1987) - A mid-western farm boy reluctantly becomes a member of the undead when a girl he meets turns out to be part of a band of southern vampires who roam the highways in stolen cars.
John Carpenter's Vampires (1998) - A vengeful vampire slayer must retrieve an ancient Catholic relic that, should it be acquired by vampires, will allow them to endure sunlight
The Supernaturals (1986) - Nic e Nichols is an army sergeant who leads her platoon into the woods of the deep south on a training exercise. Unfortunately, it is the site where a bunch of yankee soldiers murdered a town of confederates. The corpses of the dead soldiers rise up to wreak revenge.
From Dusk Till Dawn series
Tremors 4 (2004) - A prequel to Tremors (1990), the founders of Rejection Valley and how they defended it against the dirt dragons AKA graboids.
Ginger Snaps 3 (2004) - Set in 19th Century Canada, Brigette and her sister Ginger take refuge in a Traders' Fort which later becomes under siege by some savage werewolves.
Dust Devil (1992) - A woman on the run from her abusive husband encounters a mysterious hitch-hiker.
BloodRayne: Deliverance (2007) (V) - Rayne, the half-human/half-vampire warrior, ventures to America's 1880's Wild West to stop the vampired Billy the Kid and his posse of vampire cowboys.
Seven Mummies (2006) - Six escaped convicts and their female hostage make a desperate run for the Mexican border, where they stumble across a lost treasure of untold wealth, and find certain death instead on the Arizona desert.
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Books/Comics
A ton of books/stories by Joe Lansdale("On the Far Side of the Cadillac Desert with the Dead Folks" for example)
I haven't read all that much comics with this type of theme but the ones that immediately come to mind:
Preacher - Saint of Killers mini-series(unbelieveably awesome)
Jonah Hex(nothing like the movie in that it's actually GOOD)
El Diablo(mini-series from Vertigo)

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