(If you can imagine a real mean cowboy accent, the effect of this joke will be much better!)
A cowboy is traveling on his horse when he sees a bar. He decides to stop for a few drinks, so he ties his horse outside the bar, walks into the bar, sits right up at the counter and orders a few beers. This cowboy is new in town, so he notices some of the other bar patrons giving him funny looks, and he suspects that they'll try something funny, but he continues to drink. When he's satisfied, he pays for the beers and walks out of the bar only to find his horse missing.
However, he keeps his cool, struts back into the bar, puts on a really mean look and says, "Look, I don't know what you asses did to my horse out there...but I'm planning to make a move on within the next FIVE minutes, and if my horse isn't back where it's supposed to be by then, well...I'm gonna have to do here what I did in Texas!" The cowboy sneers. "And I DON'T wanna do what I did in Texas!"
The cowboy glares at everyone before returning to the counter and ordering another couple of beers. The other customers seem a bit shaken, and sure enough after 5 minutes, the cowboy walks out and finds his horse tied where it was supposed to be.
Just as he's about to leave, the bartender approaches him and asks, "Just out of curiosity, partner. What was it you did in Texas that you didn't want to do here?" The cowboy turns to the bartender, gives a lopsided grin and replies, "I had to walk home!"