Lasso the sawhorse! We made the sawhorse from some 2x4s laying around the house. For hair and the tail, we added some leather scraps that I picked up from Jo-Anne's.
Tin Can Shoot-Out. A great way to reuse those cans from the Cowboy Beans! I found the gun at the Dollar Store, but it didn't have the "oomph" necessary to shoot from a gaming distance. Next time, I would splurge for a Nerf gun.
Gold Rush (dig for gold!). I picked up some kiddie sand at Home Depot, poured it into a container along with some plastic gold coins and dollar signs. The kids had a blast sifting through the sand for treasures.