They drink to excess and lose control. They gamble their earnings on Lady Luck, and get in shoot-outs over petty insults and marked cards. They laugh uproariously, make noise, and indulge in interior-destroying brawls and gunfights that spill out into the streets. They waste their money on drink and on women who are objects of desire, there to be pursued and subdued like most everything else. Then they sleep it off upstairs.
Saloons are places of civilization dedicated to playing to the wildness of masculine nature.
Not too wild, though, because then the good men have to reassert control. Another prototypical setting are the plains and rocky hills, which are outside the towns and outside the law. This is generally the place of maximum danger, because no law imposes itself on desire. Nevertheless, townsfolk and other civilized people have to travel through these domains to get between the various towns and ranches, and they do so with wagons and horses, or they take some of the comforts of civilization with them, with stagecoaches and trains. This is also the place where hard men sleep on the hard ground and get into shootouts amid boulders and rocky cliffs.