You were staying in this small wild town for a while as you waited for your family to come this way on the Oregon Trail and pick you up to join them and start a new life.
One afternoon, a drunk bunch of cowboys came stumbling out of the saloon and you happened to be the nearest pretty woman passing by...
So here you are. Kicking, squirming, shouting though it's muffled by one of the men's hands while a few others straddle/touch you. Trying to undress and... attack... you.
As they manage to get off your blouse and pull off your skirt, a BANG! echoes through the alleyway and surrounding plains. A few more shots ring out and the men soon fall dead, their blood pooling under their corpses.
You curl up, terrified/confused/shocked, clad in only your stockings, garters, corset, chemise, pantaloons, and boots.
You glance over between your fingers to see a tall figure standing at the base of the alley while he secures his pistol back in the holster on his belt before he struts up to you.