Now I may be real partial, and I am, but almost any pre-1950 Sons of the Pioneers' songs would be a favorite of mine.

A really first rate anthology (2 LPs)of cowboy music is "Back in the Saddle" on New World Records [NW 314/315] issued in 1983. There are 28 tracks from traditional cowboy songs to more recent ones. There is extensive historical commentary about the songs, a bibliography which is inclusive of some of the books mentioned in other responses, and a selected discography of representative works. I don't know if this has been reissued to CD.---John