For our sons 4th birthday, he wanted cowboys and indians. He went back and forth the days leading up to it on whether he would be a cowboy or indian and finally settled on indian for himself.
We set up a teepee in our back yard and and older brother made a totem pole out of boxes.
The kids could choose to dress as indians or cowboys and we had the cowboy base set up at the fire pit.
We set up hay bales with a saddle on it for the 'horse' that everyone could ride and each person got a photo taken on the 'horse'
Games were relay races and target practice with bow and arrows. Mostly the kids played their own imaginations as they pretended to be cowboys and indians. The cows and horses in the background added to the fun.
The cake was so fun and turned out great. This was a super fun party for the boys and easy to put on for the mom :-)