I think I'd rather base it around one locale. I'd become overwhelmed studying so many different locations of the West and East, because I'm devoted to trying to be as historically accurate as possible. Perhaps that is a problem?
(Like, at the moment I'm trying to write a superhero comic taking place in 1890's Cleveland, Ohio. Which I've been doing a stupid amount of study for just to make sure streets I'm writing actually existed!)
Not entirely true. El Indio in A Few Dollars More was supposed to be a hispanic native, who became a cruel villain. Of course, he was only a criminal mastermind. Helps when they focused those films in New Mexico and Texas, where they'd be encountering only the Mexican peoples.
Also, those locations were in the heat of the Southern United States, primarily settled by white Americans after the push west. The native tribes were being pushed into the North West and the Great Plains due to Manifest Destiny. So, it makes sense there is no presence of them there. Meanwhile, if I focused on the greener, forested lands of the Northwest, native interaction is very important. Especially with the amount of Methodist missionaries hoping to preach to them.