Would Legends of the Fall qualify? It was WW1 and post. Regardless, it was a great movie.
But it starts Pre-Prohibition in the Indian Wars Period and goes all the way through the early 1960's. Most of it is set during prohibition
Besides it has some of the sexiest movie stars ever; the Henry, A rolling block, a 1873 Winchester,the Single Action Army, the Lee-Enfield, The Webley, the Police Positive, and 1908 Colt, a Couple of Smith & Wessons including a L-frame snubby, the 1874 Sharps, a Holand and Holand double rifle, and the Thompson. With all that sex appeal it's my kind of movie!