Again, not a strict cowboy movie, but nobody's mentioned " Jerimiah Johnson ", with Robert Redford and Will Geer.

My favorite scene in that movie is when Geer and Redford have bedded down for the night, and a little while later, Redford's blanket catches on fire as he laid it down a wee bit close to the fire, and Geer, chuckling from beneath his blankets tells him, " hee hee, spotted it right off".