Quite probably it was either Mad Dog McRee or Fast-Draw Showdown.
Both of them are from American Laser Games.
Mad Dog 1&2, Last Bounty Hunter, Space Pirates, Who Shot Johnny Rock, Crime Patrol and Drug Wars (Crime Patrol 2) are available from Digital Leisure on CD-Rom.
They work great with the Act-Labs guns.
Make sure if you order them off ebay that you get the ones that say "WindowsXP Compatible", and "Compatible with Act-Labs USB Light Gun" on them though.
There are older DOS versions of them that have really low-res graphics on them.
The XP compatible ones have all been remastered in MPEG 1, for full-screen display.