I think was advice that John Huston gave Larry McMurtry– but I’m not totally sure about it and I can’t find the quote on the web.
Turns out that a legend is an exaggerated tale of a hero striving with strength and intelligence to overcome a great obstacle, sacrificing himself for the happiness of others.
Robin Hood is one example.
If one is creating a western, it might be easy to make the hero into a larger-than-life character and is he saves the town at the cost of his own happiness, you could create a legend.
In my own novel, I can have both factions sacrifice themselves for the greater good. They certainly did use all their strength and intelligence to fight each other.
And there were exaggerated stories about both the radicals and the FBI– Hoover portrayed himself as a legend. That’s part of the reason he went overboard on radicals that challenged the America that he remembered existing from his childhood.
So, elements of the legend are possible in any historical story. And to make the hero convincing, he or she has to be bigger than life.