I just got "GUN" for my xbox today. The game comes from the guys behind the "Tony Hawk" skateboard games. It's a Western set in old Dodge City, Kansas.
I just played a few chapters of the game and it is fucking awesome especially when playing with the old guns like the Colt Navy, Schofield revolver and shotguns. The game plays almost like GTA except there are horses to use for transport instead of cars. Speaking of horses, I gotta watch the horse's health or the horse would die on me if I rode it too hard. Even the first aid kit for health is...good old Jack Daniels! Now that is the Wild Wild West for ya. Side missions include hunting for wolves, buffalo, and deer, Wanted Dead-or-Alive bounties, ranching, ang gold mining.
Not to worry about subtitles, it's there

in both the gameplay and cutscenes.
The "GUN" game is making me wish there is another game set in 1881 Tombstone, Arizona where the infamous "Shootout at OK Corral" between the Earp Brothers vs the Clanton Gang took place. I would really love to be in Wyatt Earp's virtual boots if there is a Western game.