The Big Book of the Weird Wild West, by John Whalen (and over sixty writers and artists, whom I'm not going to list here)

I really think all the Big Books should be in every home. That said, this particular edition is not the best of the bunch. There are some great and creepy stories here, like those of Liver-Eatin' Johnson and John Joel Glanton, but there are some which are neither so weird nor so entertaining as to warrant a mention here. Still, as I said, you should collect them all!