So I've got interest in running a wild west game using WtF. Any body know of any WtF books I should use? Or have any ideas? Mainly I'll be using the war with the pure book since it has some info about running past related games.

THere is already a wild west version of Werewolf...Werewolf: the Wild West.

But if you are only going to use NWoD then I would say first play the game "Red Dead Redemption" and then look at the books you want to use.

Frontier Secrets, ghost towns, Tales from the Trail: Mexico, Werewolf the Wild West, and the Werewolf the Wild West Companion Guide are all available for OWoD

I know this, but I wanted to use WtF in the NWoD.

WtF (Core) - Duh
Lore of the Forsaken - For Fetish rules
War Against the Pure - As stated for historical
The Rage - For expanded player options
Tribes of the Moon - For expanded player options
Signs of the Moon - Auspice Aspects
Blood of the Wolf - For living as a werewolf
Territories - For living in towns and living in the wilderness

Also consider

World of Darkness Midnight Roads - For the logistics of travel among the living
Vampire: The Requiem Shadows over Mexico - For the southwest
Vampire: The Requiem (core) - the sections on New Orleans paint a good picture of easterners. Likewise you can get a feel for the nineteenth century with Victorian Lost.

Obviously you're going to want to use Armory and Armory Reloaded, but as a last suggestion you might want to consider Asylum since the 19th century was the heyday of the hell hole asylum.

Lastly there are some bloodlines in Ancient Bloodlines for wild west kindred that might make valuable antagonists.

I just hope there's a slot for me in the game :D