Winter Range, the winter national shooting event and all-around Cowboy Brawl is held in Phoenix at the Ben Avery Range, just north of Phoenix. For more information and to find events in your area go to http://www.sassnet.com/
The horseback shooting is really fun to watch. The balloons are set up in a long arena similar to a gymkanna course for cars. They are shooting live ammo that is loaded with crushed walnut shells so it's kind of like a hand held shotgun with very short range.
Note that she's wearing two guns, one in a crossdraw holster so she can get at it while riding. Each and every competitor has a registered name that only they can claim. Some create elaborate backgrounds and go on stage in a form of theatrics telling their story.
The general store owner's wife out for a stroll. She doesn't think much of the brazen hussy to the right. :-) Cowboy shooting attracts every possible type of personality and it shows through in the character they create. This lady probably doesn't drive a rusty pick-up in real life.

Each shooter has a safety man behind them to prevent problems and hold the timer. There are a large number of "stages" in which a series of steel targets must be knocked down. The stages often require running from one to the next. Note he's carrying an 1897 Winchester pump shot gun. Each shooter has two pistols, a shotgun and a rifle and each gets a real work out.
There are a lot more ladies in the sport than you'd think. Note the shotgun shell belt above her pistol belt. You can be who and what you want to be for the three and five day events. Some take it more seriously than others.

Note the timer in the safety man's right hand. It beeps and the shooter goes into action, hitting steel targets in different, unknown sequences. Some folks are very serious about their character and some things you just can't fake, such as the hair and the mustache. This is him in his civilian life too.
Scroll back up and see if you can figure out who belongs to this gun cart. The carts themselves become works of art. Name it, you can find it in the over 200 vendor stalls. You can spend as much as you want and the sky is literally the limit.
Nice looking buffalo coat but not cheap. It was gone on the first day. The hat makes the cowboy but at some of these prices the hat would give me a headache. You can get them much cheaper.
For the ladies, every possible kind of clothing is available. The heart of the Single Action Shooting Society (SASS), the single action Army Colt. It has been replicated by a half dozen companies with clones starting at around $400 up to $1500 for new ones from Colt and $1500 to the price of your house for some original first generation guns.
There's a specialized event called the Quigley Match, after the movie Quigley Down Under, which is strictly long range shooting. The Remington rolling block (here) and the Sharps are the fravorites. Every possible kind of firearm from the 1800's has been cloned from Sharps at the bottom to the 1866 Winchesters at the top and lots lots more.
You'd find it hard to believe how many holster makers there are out there, each better than the other. Some of the fine detail on the rolling block pictured earlier.
As I was driving in, I was thinking most folks need a truck just to carry their gun carts, but not this guy. Look closely: it comes apart and stores flat. Very cute. Well...saloon girls have to start somewhere.
A shooter's handle and registration number. The name stays with them forever or until they give it up. Grips, like hats and boots make the cowboy what he is.
The leather workers work over time to supply the bigger events. Some are competing, some are participating, but having more fun.
The everpresent 1873 Winchester. This is an Italian clone, which is where most of the replica firearms come from. Most of these are as good as the originals. Cost around $1200. Another Italian import a .45-70 Trapdoor Springfield that replicates the standard infantry and cavalry rifles and carbines of the 1870-1890 period. Deadly accurate with lots of noise.
Again, someone who takes it seriously. The school marm out for a day in the sun.
 
At one end of the range, you could try out a live Gatling Gun or ancient Krupp mountain howitzer. My buddy Ryan spends the best twenty bucks he has ever spent.