The Arizona Kid (1939)

Roy and Gabby deliver horses to Missouri in 1861. When the war breaks out, they become confederate scouts. When the rebel McBride and his gang of murderers attack them, Roy is shot and left for dead. One of McBride's raiders is Dave who is a friend of Roy and he returns to save him. Later Roy captures McBride's gang including Dave and has to have them executed. Then he heads after McBride.