Pecos Bill is an example of a western story. But it is also a legend.
According to the legend, he lived near the Mexico border. He was regarded as the best cowboy west of EEUU. It is said that being very young, he fell from a stagecoach and was found near the Pecos river. (hence, his name).
Some of his adventures include chase away a tornado, and take rain from California to Texas, forming the Gulf of Mexico.
In 1948, Disney made an animated film where the famous song is sang by Roy Rogers.