Justified is set in eastern Kentucky. The Hatfields and McCoys miniseries, set a short distance further north, was also called a Western by some people. Django Unchained obviously references a famous Western series in its title, but it too is set in the South, not the West. In what sense are any of these a Western?
When surveyed -- I believe in the early 90s -- even Western historians couldn't agree on the boundaries of the region. (Many respondents were not even internally consistent in their definitions.)
Of course, the Western genre, at least in any useful sense, has never been as strongly linked to rigid geographic boundaries as you are suggesting (especially on film).