Until Oklahoma entered the Union in 1907 it was Indian Territory and says so on my Grandfather's birth certificate. New Mexico, followed by Arizona entered the Union in 1913, I believe and in a way you could argue that there were no more frontiers, or better, that the frontiers (borders) were now established.

The Western, as a genre, has a series of frontiers which reflect different aspects of the West and which have direct ties to historical events. Within the genre you have at least three main divisions, the purely historical, which may lack accuracy and include embellishments but purports nothing beyond the historical events, eg "Butch Cassidy and the Sundance Kid".

Then you have fictions which allude to historical events or use such an event as merely a setting for the tale eg "Boots and Saddles".

And lastly you have the pure Western fantasy such as "Support Your Local Sheriff" and "Open Range".

As for placement, I like the term offered by someone above ( I think it was Kat) "Buckskins" which represent the very earliest western push as the European settlers, now established along the East Coast began a push into the interior along the Ohio River and on into Kentucky and Tennessee and then into Missouri and what are now the Mississippian states.

Saint Louis became the main embarkation point into the West proper and I would contend that the westward expansion from the Mississippi constitutes the real dividing point for the geographical limit of the genre. Mark Twain sits astride this great boundary and gives us a real insider's look in both directions at once. Is it any wonder that the man had such a sense of humor?!

The Great Oklahoma Land Rush, while surely a defining moment of western incursion does not really set a boundary but serves as an event or series of events for further development of the West. Rather, as for the movie genre you have John Chisholm located between the Rio Lobos and the Pecos River. Many of the Westerns and Pure Westerns center around the cattle drives to the Abilene KS rail heads.

The Pecos River is the next boundary and the saga of Judge Roy Bean and Lily Langtry figures prominently here.

Next comes not a river but the great deserts of the American Southwest and another division which runs north, the Oregon Trail. In the southern route lay Death Valley which epitomizes the harsh barrier the deserts were and to the north lay higher elevation deserts and the Great Salt Lake. Neither direction was a picnic.

And a last barrier, common to both directions is a magnificent wall of granite which reaches to an elevation of 14,494 feet (4556.5 m) and extends from the transverse San Gabriel Range of Southern California to Mt. Lassen in the north where it blends into the Cascades Range that extends on into Washington State, a formidable barrier. And of course the northwestern slope of the Sierra Nevadas holds the goldfields which really fired the great push west.

So take your choice of time and location. There are stories just waiting to be told and Hollywood has not nearly exhausted the supply at hand. Just cautious money men who haven't got the cajones or imagination to do a really righteous Western movie about a story that has not yet been told.