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Actually we NEVER got the Lone Ranger here in France, although I know about it through my (reasonably good for a European) knowledge of pre-1990 U.S. popular culture—not only I've always loved it, but since I taught English for almost 15 years before turning to the web, I used to read a lot of magazines and stuff on the U.S.
As kids growing up in the 1960s and 1970s we were fortunate to have Davy Crockett, Daniel Boone, Rin-tin-Tin, Zorro, something we called "La grande vallée" (dont know the original title), and several others that were not "western" per se, perhaps even Bonanza at one point. We did get quite a few great western movies regularly, though.
But one has to understand that western is one of the most American cultural genres ever. And contrary to jazz, superheroes or space opera, which also belong to that list, it is related to a period of time that is not only past, but also subject to a lot of controversy: Indian massacres, massive bison slaughter and handguns galore... not very politically correct, especially not in non-US countries... From the 1980s onwards, western lost ground and the perspective changed, subtly, slowly but permanently. No more the good cow-boy versus the wicked Indian... From being the embodiement of freedom, courage, independence and adventure, the cowboy now cristallized a lot of bad feelings. He became a clodhoppern, a hoarse macho that smoked too much and shot before he spoke, a symbol of all that the educated west coast or east coast Americans (and quite a few more abroad) loathe: the uneducated, unrefined middle-west country bum, opposed by nature to everything that comes down from Washington, favorable to death penalty and taking justice in one's own hands, and probably a bit racist at the edges...
Personally I love western with a twist: humour and wit mixed with action. Movies such as Silverado, Maverick or The Quick and the Dead, are among my favorites.
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Sorry for digressing!