Western Outlaw: Wanted Dead or Alive (2003)

You are known as "the Stranger". You were just heading out west to get a fresh start, but trouble seems to follow you when bandits try to jack the train you're riding... Seems the lady onboard, Polly, was going back home and she told you that Creston's goons are terrorizing all the people... Before the goons nabbed her. This Creston fellow seems to have the local sheriff on his side, but you got the gun... And in the West, even outlaws can be heroes...