a Western made in Italy. The first time I ever saw Clint Eastwood was in Il Buono, il brutto, il cattivo (The Good, The Bad, and The Ugly) in Italy...in Italian. The ultimate spaghetti Western!
An Italian Western might be another way to put it. Many of the spaghetti Westerns, though produced and directed by Italians, were filmed in Spain (often exteriors were shot in that country, with the Cinecitta studio in Rome being used for many interior sequences); IMDb lists both Spain and Italy as filming locations for several of Leone's works, including
Il Buono, il brutto, il cattivo.
Though the Italians are the Europeans best known for working in the Western genre in Europe (and Leone is generally considered the greatest of these particular filmmakers), other countries which have contributed notable examples of the genre include France, Poland, and the United Kingdom.