An Australian Western may seem like an odd combination, but it seems natural to me. I grew up watching Westerns and reading Western history (from "Roughing It" to "Bury My Heart at Wounded Knee" to "I'll Die Before I Run" etc). When I encountered the history of other frontier lands of the Victorian era: Australia, South Africa, the Argentine pampas, & more, I realized the patterns I had of the Western: cowboys, Indians, outlaws, lawmen, etc repeated in strange ways across the world. However exception America is, it is the product of the forces of colonialism, the conquest of lands, the destruction of the natives and the construction of new communities from disparate elements.
This particualr piece owes a fair bit the Alan Moorehead's account of the Burke & Wills expedition, Cooper's Creek, though Graeme Clifford's film (starring Jack Thompson) and an ancient Smithsonian article on Burke & Wills shaped my imagination as it relates to those gallant, doomed explorers.
Speaking of cimantic Aussie Westerns, by all means check out The Proposition, directed by John Hillcoat & written by Nick Cave. Excellent perfomrances by Guy Pearce, Ray Winstone, Emily Watson & Danny Huston to name a few.