I've seen three absolutely fantastic films set in the SouthWest in the past five years.
The most recent of course being True Grit ...this Johnny Cash song is also badass.
Then There Will Be Blood
And No Country for Old Men
What are some of your favorite movies about the American SouthWest? They don't have to be Westerns, per se, it could be anything that hinges on the setting and being told specifically in this part of the world.