You knew sooner or later, I'd find a "This Guy Walked Into A Bar" joke!
A cowboy rode into town and stopped at a saloon for a drink.
Unfortunately, the locals always had a habit of picking on strangers, which he was.
When he finished his drink, he found his horse had been stolen.
He went back into the bar, handily flipped his gun into the air, caught it above his head without even looking and fired a shot into the ceiling.
"Which one of you sidewinders stole my horse?!?!?" he yelled with surprising forcefulness.
No one answered. "Alright, I'm gonna have another beer, and if my horse ain't back outside by the time I finish, I'm gonna do what I dun in Texas! And I don't like to have to do what I dun in Texas!"
Some of the locals shifted restlessly.
The man, true to his word, had another beer, walked outside, and his horse has been returned to the post.
He saddled up and started to ride out of town.
The bartender wandered out of the bar and asked, "Say partner, before you go... what happened in Texas?"
The cowboy turned back and said, "I had to walk home."