Settlers as early as the mid 18 hundreds used humor and embellishment to subvert the narrative that they were ignorant. There's great satisfaction in taking someone who is condescending or a lead and exposing their ignorance when they're busy trying to expose yours. So that's part of what we associate with the american west.
The magical mythical "jackalope" is a essentially a horned rabbit, with antlers of different sizes and shapes. The jackalope is a mascot of the American West – inspiring an absolute river of trinkets and songs and whiskies and postcards and tall tales.
Tale of the Jackalope