I just discovered that the promotional website for Wild Wild West (the movie) has images of the sets. They are really wonderful. It's been so long since I've seen the movie, I think I need to see it again. (Especially since I've started working on my bedroom again, with an Old West Steampunk Train + Saloon feel. Still working on it, but so far the concept includes red velvet, wood, and trains.)
The two best parts of the set:
But definitely go check out the rest of the images.