Not an expert in any field related to this stuff. Was just interested by the question and decided to dig in.

As you may know, the Appalachian Mountains were considered the western frontier prior to the turn of the 19th century. Early settlement efforts are marked by the fur trade that eventually centered in St Louis. Black slaves would have worked both as trappers and camp keepers throughout the 1830s-40s, and many are mentioned by name in accounts from that period. As trading posts like Fort Union were established, slave labor was used extensively for cooking, stocking, and repair.

The first major voluntary migration of black Americans into the west would probably have been with the California gold rush of the 1840s-50s. Since California only progressed from loose possession to early "territory" during that time, there was no regional legislator or court system, and federal laws were largely unenforced. The low risk of capture combined with the economic opportunities to make California an attractive destination for both free blacks and escaped slaved. (Source: Neary, J & Robbins, H. (2015). African American Literature of the Gold Rush. Mapping Region in Early American Writing, 226.)

Despite contemporary depictions of American cowboys being whitewashed like crazy, it's argued that free blacks made up a sizeable portion of the western ranching workforce. In 1965, two UCLA professors published a book called "The Negro Cowboys". They estimated that there were at least 5,000 black cowhands in the late 19th century American West. Four years later, University of Oregon history professor, Kenneth Wiggins Porter, argued that the number was closer to 8,000 or 9,000, or about 25% of the 35,000 or so cowboys who worked in the frontier cattle industry.