Maybe you wouldn't call the Last of the Mohicans a 'western' but it had Injuns an guns...so I will nominate 'The Gael'...but mostly the versions by the American Rogues or the Royal Scots Dragoon Guards. Drums a pipes, aye, man music.
That whole movie soundtrack was a masterpiece. I gotta give credit to Michael Mann, he took the plot for my a corny 19th Century book and made it into a MOVIE.