And Last of the Mohicans, although it's not so much a Western in the true sense, I guess. McCabe and Mrs. Miller, too, which would probably also fall in the non-western Western category.
"There is no royal road to this heavy surf-fishing. With all the appliances for comfort experience can suggest, there is a certain amount of hard work to be done and exposure to be bourne as a part of the price of success." From "Striped Bass," Scribner's Magazine, 1881.