Depends on your definition of Horror, to some degree.
But, as far as "supernatural" Westerns, there are always:
DJANGO THE BASTARD and HIGH PLAINS DRIFTER.
Also...and keep in mind this is just my personal take on the film....I consider DJANGO KILL! (aka, IF YOU LIVE--SHOOT!) a bit of a horror/supernatural Western.
I have a theory that I apply to the film that like Johnny Depp in the film DEAD MAN, Milian is already dead in DJANGO KILL! and he is in purgatory.
To be honest, that is the only way DJANGO KILL! works for me. But, I am likely one of the only ones that see it that way.