Jareth,
The stooges traveled west in a number of their shorts but the following come to mind with a prevalent Western theme. I can only think of one Curly short; the rest are with Shemp.
Phony Express
Out West
Punchy Cowpunchers
Merry Mavericks
The stooges go west (for one reason or another) in the following shorts:
Cactus Makes Perfect
The Tooth Will Out
Also, don't forget the feature Gold Raiders, again with Shemp.
I'm sure I missed some, but I hope this helps. That's a very cool idea for Father's Day.
-Waldo Twitchell