The markets for Westerns is pretty small but I ran across Western Trail Blazer today. It is an imprint of Cane Hollow Press. They are looking for short stories of 4000 words and up for a series of anthologies in various Western sub-genres (weird, romance, traditional, steampunk, etc). Since the anthologies are ongoing ebooks there is no deadline. Payment is royalties. You can check out the details here.
Cane Hollow Press also has several other imprints (horror and mystery) in need of stories from short to novel length which you can check out here.