In my view, there's a huge difference between Westerns and historical fiction of the West, or western historical fiction.
The Western is a myth generally confined to the later nineteenth and early twentieth centuries. Western historical fiction is set west of the Mississippi River any time prior to fifty years ago. (Fifty years ago is generally given to define historical fiction.)
For more of my opinionated view of Westerns and western historical fiction, click on the links to the right.
Western historical fiction may use some of the same themes as the Western, and some of the same characters, but historical fiction is well researched and realistic, while Westerns are not.