I love #5's idea and you could continue that on to other types of vices as well for a broader look if necessary. Gambling wasn't the only socially frowned upon activity in the West.
National Parks are a great love of my life, and Yellowstone National Park was founded in 1872 as America's first National Park.
Additionally, instead of looking at how the values of America, immigrants, or minorities traveled west with the people, you might look at how ideas from the west spread east. Did the new culture developing in the west have an impact on the people "back home" in the east? What about people that tried to go west, but didn't make it and came back home... what was that experience like?
Good luck with your paper!