From the Game's Introduction:
Ye Olde West is based on a mix of sources, essentially every cinematic action and cowboy film cliché is played out. Hundreds of John Wayne look-alikes roam the land, doling out justice according to their own morals, bandits are regularly repelled from trains and coaches carrying gold or expensive hostages. Somewhere out there three ex-Actors in bright black and white costumes strut across the landscape, cutting through great swathes of evil despite the odds.
This is the mindscape of the West. Australia had its Dreamtime, England had its legends of the fey, all legends which still echo in the minds of their nations, no matter how little the people of the nation may know it.
America had The West. Its greatest legends were born under the hot sun and over the dry dust of Hollywood film sets, but that does not matter, they are still legends, even if the sunset that the hero rides off into are fake, the people who watch those films believe, and they have carried the legends along with them. Everyone from Wyatt Earp to Calamity Jane, musicals, films, plays, stories, comics, everything that has gone together to make the romance and allure of the old west.
The Lone Ranger still rides Silver somewhere out in that limitless desert. There's even a giant mechanical spider wandering around somewhere out there, with the first two Secret Service agents standing on top. Dusty wanderers appear to save villages, and then to disappear once again into the sunet.
But it is modern day, the great wilderness is conquered. The wild indians and the cowboys are no more, they are no longer needed. Oh, children still play the games, people still watch the films, still tell the stories, but to all but a special few it is no longer real. Only those few who truly want those days back and know how to look for the world they desire, only those willing to sacrifice their past to the quest for it. And for those few, the West is patiently waiting.
After all, even legends need reinventing sometime, and it cannot be long before America needs its myths once again. There's going to be a new frontier opening up in a few decades, and the true frontiersmen were always those cowboys, and who is to say that they will not be again, when the frontier changes?