This is a very broad topic, thematically and geographically. Some good ones are Elliott West's The Contested Plains (Native Americans and prospectors in Colorado), Thomas Andrews' Killing for Coal (mining and labor, again in Colorado), Pekka Hämäläinen's The Comanche Empire (Comanches and the power they wielded on the lower Plains), Marc Reisner's Cadillac Desert (water in the West - it's a damn big deal out here), Linda Gordon's The Great Arizona Orphan Abduction (a fascinating study of race and ethnicity in Arizona in 1904), Jared Farmer's On Zion's Mount (Mormons, Native Americans and how they interacted with the land), Karl Jacoby's Shadows at Dawn (the Camp Grant Massacre discussed from the perspective of each group involved: Anglo-Americans, Mexican-Americans, Tohono O'odham, and Apache), James Ronda's Lewis and Clark Among the Indians (self-explanatory) and John Faragher's Women and Men on the Overland Trail (what the Oregon Trail was really like). My personal favorite is Hampton Sides' Blood and Thunder, a biography of Kit Carson that discusses fur trapping; the exploration of the Oregon Trail; the Mexican-American War; the Civil War in New Mexico; and Carson's brutal, scorched-earth campaign against the Navajos and their eventual imprisonment at the Bosque Redondo. Sides also discusses traditional Navajo life at length, really illustrating the tragedy that Carson wrought upon them.