I'm not sure Bethesda's style of sandbox would work in a western. They like making big worlds and filling it with tons of dungeons, and a western game would have to be more barren I'd think (though I haven't played RDR yet so I don't know how they did it). I'm not saying they couldn't do it, but it'd be a different kind of world than they're used to.
No they have only made TES and FO 3.
As for an western RPG, it would be cool to have an open world one simialr to Beth's style,
Wrong, they have made a few more. I only knew of Terminator. Here is a list of what they published and or developed.
Notable games published and/or developedSee also: List of Bethesda Softworks games
Gridiron![disambiguation needed] (1986)
The Terminator (1990)
Terminator 2029 (1992)
The Elder Scrolls: Arena (1993)
The Terminator: Future Shock (1995)
SkyNET (1996)
The Elder Scrolls II: Daggerfall (1996)
An Elder Scrolls Legend: Battlespire (1997)
The Elder Scrolls Adventures: Redguard (1998)
IHRA Drag Racing (2000)
The Elder Scrolls III: Morrowind (2002)
Tribunal (2002)
Bloodmoon (2003)
Call of Cthulhu: Dark Corners of the Earth(2005)
Star Trek: Legacy (2006)
The Elder Scrolls IV: Oblivion (2006)
Knights of the Nine (2006)
Shivering Isles (2007)
Fallout 3 (2008)
Operation Anchorage (2009)
The Pitt (2009)
Broken Steel (2009)
Point Lookout (2009)
Mothership Zeta (2009)
WET (2009)
Fallout: New Vegas (2010)
Dead Money (2010)
[edit] Upcoming gamesBrink
Hunted: The Demon's Forge
RAGE
Doom 4
Prey 2
The Crossing (on hold)
The Elder Scrolls V: Skyrim
Wrong... and you were only one page away from the corrent list. Above that list is http://en.wikipedia.org/wiki/List_of_Bethesda_Softworks_games
developed by Bethesda
Game Studios and
published by Bethesda
Softworks.
TES and Fallout are their most popular series but they're by far the only things they've made. IHRA Drag Racing, the Terminator series (which they no longer have the license for sadly), and so on.
I'm sorry if I sound
shallow and pedantic, but it's not that hard to learn the difference between Bethesda the publisher and Bethesda the developer, and if you're going to register on their forums it's really something you should know.