There was a time not so long ago when the use of the term "Frontier" would have created an immediate and emotional reaction. In 1893, Frederick Jackson Turner presented his "Frontier Thesis", which argued that the unfolding of the American frontier played a pivotal role in shaping American society and especially its democracy and the rise of its middle class.

The reaction against and in defense of this point of view caused a heated debate that lasted for nearly a century. It dominated the historiography of the West. Patricia Limerick's "The Legacy of Conquest" (1987) offered the region's historians an opportunity to sidestep the Turnerian debate with a new synthesis of the West, but the term "frontier" tended to be shelved for the next two decades simply because no one wanted to enflame the old wound. One sees the term used more frequently now as modern historians remember less of that tired old conflict.

I like Limerick a lot (she is really nice and very funny) and her book has merit. I doubt it warranted the role it assumed in the historiography: I disagree that the West should be seen as a sequence of failures and tragedies, but she wrote the right book at the right moment, and she carved herself a permanent place in the historiography of the West. If there were a starting point in reading a recent book on the unfolding of the West, it would be Limerick's book. But we must keep in mind that it is a bit of an "over correction," reacting against the glorification of the old literature that was predominantly male and heroic in the way the West was once portrayed.

It's not exactly about the American frontier, but since you haven't yet received any other responses, I can recommend Pierre Berton's book Klondike: The Last Great Goldrush. The Klondike Goldrush was in northern Canada, but there were many important figures who first made their mark earlier in the American west before moving on toward the Klondike, most notably Soapy Smith.