Wild Arms 4 doesn't have any western elements to it? I haven't played thru it yet, so, I wouldn't know, but, I figure it's Wild Arms, there's got to be SOMETHING western about it, if only the music.
Word on the street was that Laplace No Ma has a western theme, at least in part, and while I actually own this title, I must admit that I haven't played it yet due to the language barrier. A quick look on wikipedia reveals that it's a survival horror game set in town near Boston, so I must be wrong and you should ignore my post.
You're missing Gunfighter:The Legend Of Jesse James for PS1. It's a bit "on-the-budget" but it has a good story and it's a lightgun shooter.You're also missing the Lucky Luke games, there's one for PS1 and one for the Super Famicom.
Wiki link for Laplace No Ma.You can add Duke Nukem: Time to Kill to the list. I'm quite positive (this time) that you visit the old west while time traveling.
I haven't had a chance to play thru WA4 yet, it's possibly the next game I'll be playing thru, but, as far as I can tell, it still has Western themes in it, even if it is a more modern then the rest of the series.
Wild Arms 4 really strayed quite a bit from the Western Theme of the first 3, there's barely enough "western" stuff there to call it a western game by a long shot. I absolutely loved the game, but it really doesn't have anything western in it. I know part 5 and Alter Code F (since it's a remake of the first one) have the western theme again like the first 3, part 4 was just an oddball in the series (even though it's my favorite one).