Rio

Formerly a gun-fighter, and train robber, Rio has earned a full pardon for his crimes by working as a special agent for President Ulysses S. Grant, over time this brings him into contact with Jesse James, Geronimo and many other famous and  infamous denizens of the old west.      
    

Rio was one of the rare characters in comics that was owned 100% by his creator Doug Wildey, with the publishers having no control over it.