I don't know if the references to westerns are quite as direct as you might be expecting. Interviews with Vince Gilligan about the series indicate that he was influenced by many films of many genres, and the western was certainly among them. These are a few examples
- Tuco Salamanca was named after Tuco Ramirez, the 'Ugly' in The Good, the Bad, and the Ugly.
According to Vince Gilligan (interview with Entertainment Weekly), the last episode was taken from the plot of the Searchers:
“A lot of astute viewers who know their film history are going to say,
‘It’s the ending to The Searchers.’ And indeed it is. The wonderful
western The Searchers has John Wayne looking for Natalie Wood for the
entire three-hour length of the movie. She’s been kidnapped by Indians
and raised as one of their own, and throughout the whole movie, John
Wayne says, ‘I need to put her out of her misery. As soon as I find
her, I’m going to kill her.’ The whole movie Jeffrey Hunter is saying,
‘No, we’re not — she’s my blood kin, we’re saving her,’ and he says,
‘We’re killing her.’ And you’re like, ‘Oh my god, John Wayne is a
monster and he’s going to do it. You know for the whole movie that
this is the major drama between these two characters looking for
Natalie Wood. And then at the end of the movie, on impulse, you think
he’s riding toward her to shoot her, and instead he sweeps her up off
her feet and he carries her away and he says, ‘Let’s go home.’ It just
gets me every time — the ending of that movie just chokes you up, it’s
wonderful. In the writers room, we said, ‘Hey, what about The
Searchers ending?’ So, it’s always a matter of stealing from the best.
The decision to shoot the series in New Mexico (due to tax breaks) got Gilligan thinking about Westerns: “Now I absolutely see Breaking Bad as a modern Western,” he said. “A man alone against the horizon, being tested, testing himself, testing his mettle.” (Daily Beast interview)
Film critic Andrew Romano elaborates:
In the final act of “To’hajiilee,”…Walt’s arrest plays out like the
conclusion of a classic Hollywood Western. The parched New Mexican
moonscape. The good guy’s call for surrender, echoing off the crags.
The bad guy coming out with his hands up. Justice itself unfolding,
finally, in a slow, almost sanctified sequence, like stations of the
cross: “Drop it. Hands up. Walk towards me slowly. Stop. Turn around.
Lace your fingers behind your head. Walk backwards to me. Stop. Get on
your knees.” And, above all else, the hero’s flinty satisfaction in
getting his man…This is followed by the shootout, “a hail of bullets
buzzing back and forth.”
Breaking Bad and Butch Cassidy are about two men on the run whose fate we know won’t turn out well.
- There are similarities with The Unforgiven, where William Munny (Clint Eastwood) is drawn back into a life of killing after years of being a pig farmer in order to alleviate his family’s financial troubles. “In the ensuing hostilities, the ruthless demon that laid dormant within Munny is unleashed with a vengeance.” (TVTropes)
- The plot line is also somewhat a reverse of The Shootist, where a gunman (John Wayne) is trying to die quietly from cancer, and old enemies seek him out to exact revenge. After befriending a widow and her son, whom he tries to set on a straight path, he plans his own death by shootout.