1970 film directed by Gene Kelly starring James Stewart and Henry Fonda.
Stewart plays John O'Hanlan, a poor cow poke who inherits a whore house from his dead uncle. Fonda plays his best (and equally poor) friend, Harley Sullivan. They break from their cowhand jobs and ride to Cheyenne to collect O'Hanlan's 'inheritance'.
Only when they arrive in Cheyenne do they learn that O'Hanlan has just inherited the most upscale brothel in Wyoming. Stewart then struggles with the obvious problems. Like, "do I keep the whore house?" And since it's a western, it also includes the standard "You killed my (insert family member)" routine.
This is one of my favorite westerns. James Stewart and Henry Fonda have always been two of my favorite actors, and in this movie there's a perfect blend of comedy and cowboy action that they both play into superbly. A must see if you're a fan of either actor.