Alkali Ike’s Auto
Bank Robbery
A Bit of Blue Ribbon
Broncho Billy and the Greaser
Broncho Billy and the Rustler’s Child
Broncho Billy and the School Mistress
Broncho Billy’s Fatal Joke
Broncho Billy’s Last Hold-Up
Broncho Billy’s Narrow Escape
Broncho Billy’s Sentence
By the Sun’s Rays
Coeur Ardent
De Landverhuizers
De wigwam
From Leadville to Aspen: A Hold-Up in the Rockies
Hell’s Hinges
Juan and Juanita
Martyrs of the Alamo
Sage Brush Tom
Salomy Jane
The Bargain
The Battle at Elderbush Gulch
The Girl of the Golden West
The Greater Love
The Great Train Robbery
The Indian Brothers
The Invaders
The Life of Buffalo Bill
The Post Telegrapher
The Renegades
The Ruse
The Squaw Man
The Struggle
The Tomboy on Bar Z
The Virginian
The Witch of the Everglades
When the West Was Young
White Fawn’s Devotion

Internet sources:
List of Western films before 1920
The Silent Western
Filmsite: Western Films (1-5)
Images: Silent Western