Have you ever considered reloading rimfire cartridges? Probably not…but people back in the days of the Old West did it all the time. And with the right materials, anybody can do it.
Wikipedia says it can’t be done…but Wikipedia is wrong. You could buy a Rimfire Reloader kit right now for $80 and start reloading used .22 Long Rifle (.22 LR) brass in your garage tomorrow. (I’m tempted to do exactly that, but I won’t be financially solvent until well after Christmas.)
The reloading kit only provides for .22 LR—for good reason, as it’s both the most common rimfire cartridge and the world’s most common cartridge of any type. While .22 LR isn’t quite classic “taming of the West” era, having been introduced in 1887, it’s pretty darn close.
Your rimfire-shooting character in a FAR Western campaign would most likely be using a gun chambered for either .22 Short or .22 Long (which are still sold today, by the way), but the manufacturing and reloading processes are the same regardless. In fact, .22 Long Rifle uses a case that was developed for the .22 Long cartridge in 1871. (The difference being that the .22 LR uses a longer, heavier bullet.)
Making the brass cases requires purpose-built equipment that you can’t just scrounge up, but everything else can be scavenged or concocted from materials that are just as common today as they were back in the Old West. Or you could buy the kit if scavenging isn’t your thing. (Caution: Certain modern utopias forbid possession of fun things like gunpowder and fulminate…and guns…and live ammunition.)
Even if you don’t own any firearms or have access to a shooting range, chances are that if you ask around, you can find someone who has access to a gun that’s chambered in .22 LR. And whoever that someone is, you can be sure they throw away their used rimfire brass—but now you know that they don’t have to.
Check out this article for a review of the reloading kit and a walk-through of using it, including scavenged materials.