Since I'm not a thoroughgoing western fan, I don't have all that many to contribute to the list.
Maybe my most obvious one is CAT BALLOU.
As I've said before, I'm in the weird position of being a Mel Brooks fan WITHOUT being crazy about BLAZING SADDLES. I think it has a lot of great moments, but for me it's very hit and miss. Except for Harvey Korman as Hedley Lamarr, which to me just plain works.
Also, two "weird westerns" that I''m attached to are partly dark comedies, THE MISSOURI BREAKS and THE LIFE AND TIMES OF JUDGE ROY BEAN.