Yes, Yes, Bad Company that's a really good movie, same category as Doc and Dirty Little Billy, but better, maybe the best of these depressive looking, little nihilistic westerns.
There are more. Like Kid Blue or The Culpepper Cattle Company or The Oklahoma Crude or the slightly funny Rancho Deluxe, to name the best. All are miles away from what John Wayne fans may think how a western should look like.
(I like John Wayne, btw)