If there is one TV-series you should all be watching, my dear readers, it is Deadwood (2004-6) by David Milch.
The show revolves around the town of Deadwood in Wild West South Dakota, a town ruled by crime and corruption. The characters, the storylines, the language, it is all so very, very brilliant, and the cast includes such wonderful actors as Ian McShane, Brad Dourif, John Hawkes and Paula Malcomson.
Unfortunately the show only lasted for three seasons, due to lack of funding (which is quite vexing considering the kind of shows that get to go on forever and ever), but it has won several awards, including a golden globe.
Both historical and invented characters visits the town of Deadwood (a real town btw), and I highly recommend that you do too.