The Three Stooges S18E05 - Merry Mavericks

Set in the old west, the stooges are mistaken for lawmen and manage to capture a gang of crooks. The boys then get the job of guarding some money in an old house reputed to be haunted by the ghost of an Indian Chief. The crooks escape and go after the money disguised as ghosts, but Shemp, disguised as the Indian Chief, manages to knock them out.