The best and most accurate place to find authentic names for a Western Novel, or any American novel, is to look at census reports for that time. It is easier than you think, and free!
American Census Reports
First determine where your characters were born and what state. The census reports began in 1790 and were collected every ten years. The National Archives Record Administration (NARA) delays their release by 70 years, which is for privacy protection, therefore the newest census report is from 1930. There is a separate Indian Census report for the years 1885 -1940.
Go to http://archive.org/details/us_census, choose the year of your search, the state, then county. You don't need to get so specific about the county, but it can add to your character's background!
Lets look at the 1850 census.
|1850 census, Flint Michigan, September 8, 1850|
The census reports were hand written, so you may need to decipher some of it. You can view it online or download the pdf file. I suggest just viewing online. The 1850 census does not have a great deal of information as the later reports, but you will see family groups and where they were born. This is great information! You can have the names of your character's father, mother, country they were born and names of siblings! It even lists ages!
Here is a closer picture of the 1850 census.You can see Caleb Gilles 35 years old born in NY, his wife Elizabeth 25, born in Scotland and their daughter Meargaut (sp?) born in MI.
Under this family another possibly a bother to Caleb.
The possibilities for great novels are endless for these two families!
That's too much work!
You say that is a lot of work for just a couple names? How about looking at the Social Security Administration. They actually have male and female lists of the most popular baby names from the 1880s to the 2000s. They have also separated the names by states too! How convenient!
According to their website:
Popular names by decade are determined the same way we determine the popularity of a name during a single year. We count the number of occurrences of each name during the decade, and then rank them in order of decreasing frequency. Rank 1 is assigned to the name with the highest number of occurrences, rank 2 to the name with the next highest, and so on.
Popular names by decade (1880s - 2000s): http://www.ssa.gov/oact/babynames/decades/index.html
Popular names by state (1960 - 2012) : http://www.ssa.gov/oact/babynames/state/index.html
Popular names by US Territory (1998 - 2012): http://www.ssa.gov/oact/babynames/territories.html
Let the naming begin!