Legends and magic in the mountain west? I think we mostly just borrow our legends from other people. The most likely stories to be local are classic ghost stories and a touch of bigfoot. And I've heard an old song about a pair of cowboys who are attacked by the devil, see his horns and hooves, and know just how to handle this situation. But I wouldn't know where to go looking for those sorts of legends.
Native American Lore in the area is a bit richer.
This site appears to be a good starting point. Each tribe on it has a legends page, and tells you to look at other nearby tribes for other stories, and it appears to try and list stories only once. The Piautes ("Pie-utes") seem to have some useful monsters on their page. You may need to dig more.
I don't know actors well enough to do more than a cursory glance, but I can try to get pictures for you. You can use
this sort of look for Zamal (very casual office-day look). For Danny you can use
Branscombe Richmond.