It's not one of the Full Metal Alchimist Games is it?
Edward has a severed arm that he lost, & replaced it with a Metal Arm called Automail...
Edward transmits Electrical Energy from his hands into Alchemy Objects & Weapons he attacks with...
It's an Anime Game, & it came out before 2012, it has a portion of the Game featured in a Desert
like land scape, though I can't be certain if any of it resembles the Wild West, though, but the
Locations in the Game, & the time period is very much set in a time period that focuses on an
Ancient World in Modern Times... Things look very old looking, but the Technology has Advanced,
like they still had olden Train Engines, & I think even horse & buggy, but they also had old styled cars,
they had phone booths, & Castles, & mercury was a big powerful thing in the Game, that not only
was used for money, currency, but also used for military power, & even got people really sick, too...
I can't think of any other Game that fits your criteria... The Full Metal Alchemist Games were on PS2 possibly around 2007...