Weird West

There's Space Western for The West, and there's Cattle Punk for The West meets Steampunk. The Weird West is the sister trope, for when The West meets the supernatural.

The West is, if you think about it, a logical choice for this treatment. The frontier as a whole was traditionally viewed (and still is viewed, to some extent) as the meeting place of civilization and the unknown. The lawless setting also meant plenty of violent deaths and unfinished business, fuel for ghostly tales. The Magical Native American cliché also tends to show up here, for obvious reasons.

Weird West works often invoke horror tropes. Ghosts, zombies, vampires, and werewolves are common elements. Also expect to see some elements from Native American mythology such as the Wendigo. The West also has its own cryptids and urban legends, the most famous of them being the Chupacabra. It is not unknown for an ongoing Western series to have an episode or two of weirdness -- even if ambiguously.

And yes, Weird West is an industry term. Wikipedia uses the term to describe any work where the western is fused with a different genre.

See also: Samurai Cowboys, Supernatural Fiction

Comic Books

 * The Desperadoes comic book
 * The DCU's Weird Western Tales starring Jonah Hex.
 * Despite the title, Jonah Hex is only borderline weird, at least in his original and current ongoing series. The two Joe R. Lansdale miniseries and movie have plenty of Weird West stuff, though.
 * While most of Preacher (Comic Book) is set in the present, the series has a very strong Weird West vibe, and the origin of the Saint of Killers is a pure example of the genre.
 * DC Comics Golden Age character the Vigilante turned into this during the Seven Soldiers "megaseries."
 * Another DC Comics character, El Diablo, was basically made of this.
 * Magazine Enterprises had a supernatural Western character the Ghost Rider, who was later taken over by Marvel Comics, renamed the Phantom Rider, made mundane, and eventually re-supernaturalized.
 * Marvel Zombies 5 is a zombie western.
 * The Sixth Gun is a New Weird western comic book series. Six revolvers with magical powers, when placed into the lock of a special vault, cause The End of the World As We Know It, and lets whoever did the wreckin' remake the world in his/ her image. The protagonists must keep them away from an undead confederate general, the remains of his unit, and a theif working for a shadowy organization.
 * Italian comic book character Zagor often met vampires, werewolves, aliens, mad scientists and a number of other unusual creepy crawlies.
 * DC Comics The Justice Riders (Various Justice Leaguers reimagined in a Wild West setting.)
 * The Hack/Slash short comic "Home, Home on Derange".
 * Wynonna Earp is New Old West meets the Weird West.
 * Doug Ten Napel's Iron West would just be plain old Cattle Punk, except that it's implied that the Engines (and perhaps the robo-cowboys as well) weren't actually built by anyone.
 * Cowboys and Aliens and its film adaptation.

Film

 * High Plains Drifter: Nothing explicitly supernatural happens, but it is strongly implied that the main character is not human.
 * Similarly to High Plains Drifter, Pale Rider.
 * Billy the Kid vs Dracula and Jesse James Meets Frankenstein's Daughter (and, yes, these are real movies).
 * The movie Greaser's Palace, a bizarre Christ allegory which features
 * Some parts of The Prophecy are reminiscent of this setting, as most of the story takes place in a barely populated Arizona town. The main characters go down a mine shaft that shows them visions and participate in an Indian exorcism.
 * Undead or Alive (2007) -- Western meets zombies
 * The Burrowers (2008) -- Western meets subterranean ghouls
 * High Plains Invaders (2009) -- Western meets alien invaders
 * From Dusk Till Dawn - Western meets Tarantino, Rodriguez and Vampires.
 * The Valley of Gwangi - A living Allosaurus is unleashed and its up to cowboys to save the day.
 * Jeepers Creepers 3 was supposed to be this when it was first envisioned.
 * Blood Rayne II: Deliverance was a movie about vampires set in the old west. Also contained the ridiculous line, "Get out of town before high midnight."
 * Alaska sometimes gets this treatment, since to this day it is one of the least populated American states. Example: The Last Winter.
 * The famous surrealist Western El Topo, which features mole people.
 * Cowboys and Aliens. The title should tip you off.
 * Death Valley: The Revenge of Bloody Bill - Zombies.
 * Gun Town - Psycho cannibals.

Literature

 * Robert E. Howard's Weird West stories.
 * "Ghost Town At Sundown" from The Magic Treehouse series.
 * Cormac Mc Carthy's novel Blood Meridian, Or the Evening Redness in the West,, which repeatedly suggests that  is a supernatural being.
 * The Dark Tower series is a sort of western (more so in the first book than in later installments) with elements of fantasy and science fiction. It has demons and magic as well as technology left over from before the world moved on.
 * Orson Scott Card's Alvin Maker stories are all about this.
 * Lots and lots of stories by Joe R Lansdale. Even some of his stories that aren't weird west still borrow elements.
 * Devon Monk's Age of Steam

Live Action TV

 * Some episodes of The Adventures of Brisco County Jr.

Manhwa

 * Priest: The American West, except with zombies and demons.

Tabletop Games

 * Deadlands
 * Rifts features a lawless American Southwest, mostly free from Coalition control but host to a whole mess of other troubles. It's all a self-respecting cowpoke or injun can do to take up arms and clear out all the scum - cyborg prospectors, lowlife banditos, cactus men, red skinned desert spirits... Speaking of, Mexico is pretty much completely overrun by vampires.
 * Werewolf: The Wild West
 * The Good, the Bad & the Munchkin

Video Games

 * The largely forgotten First-Person Shooter Dark Watch: Curse of the West was about an outlaw-turned-vampire named Jericho Cross, who was hired by the titular organization to track down the vampire lord who turned him. It featured, among other things, a Hellish Horse named Shadow that served as Jericho's steed.
 * Undead Nightmare, an expansion pack for Red Dead Redemption, focuses around the (normal) Western frontier getting overrun with a zombie invasion.
 * Though otherwise averted in the main game, the optional sidequest "I Know You" features a mysterious stranger who seems to know Marston even though he doesn't remember ever meeting him. The quest's climax heavily implies this man is some sort of supernatural being, as he's shown to be Immune to Bullets and your final confrontation with him . Players have interpreted him as God, Satan, or even Death, but his true identity is ultimately left ambiguous.
 * The Wild Arms series has a Western-like setting, but includes fantasy and sci-fi elements such as spellcasting and robots.

Web Comics

 * Crowfeathers
 * Next Town Over has elements of this as well as Cattle Punk
 * The Guns Of Shadow Valley where the wild west is full of superheroes.
 * The Dreadful, which is a cuter than average take, starting with Cute Monster Girl protagonist Kit.
 * Zombie Ranch is more of a Weird New West, though so far the supernatural elements all seem to be limited to zombies or the products of their existence.
 * Plume

Web Original

 * Behold the brave Lawrence Brecker and his... uh... hoverhorse thingy.

Western Animation

 * In a Justice League Unlimited episode, Batman, Green Lantern, and Wonder Woman were sent back in time to the wild west, teamed up with Jonah Hex, and encountered, among other things, a laser gun that split into six smaller parts, android exoskeletons, and robot dinosaurs. (Someone had been messing with time travel and had messed up the Timey-Wimey Ball.)
 * Wild West C.O.W.-Boys of Moo Mesa

Other

 * Southern Fried Weirdness