It depends on how you define "deadly." In relation to the number of inhabitants, very deadly. Even in absolute numbers, rather deadly
Tombstone, Arizona is a good case in point. (This was the site of the celebrated fight at OK Corral between sheriff Wyatt Earp and some bandits.) At its peak, the town had about 10,000 inhabitants. It also had something like 110 saloons and 14 gambling halls, that is, more than one saloon for every 100 people, and 1 gambling hall for every 700 people, according to the Wikipedia article. It was also a microcosm of the Civil War, with frequent fights between southern-born Democratic leaning "cowboys," and northern-born, Republican-leaning mine and business owners.
These were hard-drinking, hard-living people that got into more than their share of gunfights. Other factors involved: This was a very disproportionately masculine group, even in a country in which the majority of the population in the 19th century was male. This group of people were disproportionately young adult; neither children nor old people thrived in this kind of an environment, although there was some of each.
As another poster pointed out, a "Wild West" annual murder rate of 165 per 100,000 was more than 15 times higher than a "city" rate of 10 per 100,000 around the turn of the 19th and 20th centuries. In absolute numbers, that would translate hypothetically into 16.5 murders a year in Tombstone, versus 50 murders per year for say, Chicago's 500,000 residents around 1880. Another poster pointed out that the average for Tombstone was closer to 10 per year, relative to a peak population of 10,000, which would still be high.