The apparition of a Medieval knight in a Wild West ghost story? You're having a laugh aren't you?! But ok, my imagination is equal to this. Challenge accepted.
Just look at that ghostly undertaker. He's patently an evil sort, and he would be just the person to have been hanging around the churchyard before the wedding. Not raising suspicion, because his work takes them there regularly anyway.
But the bones that he was handling were not recent. They were the Earthly remains of a crusader knight, which the evil undertaker - for some nefarious reason - was using in a magical rite. Necromancy, based upon Mexican magic, presided over by his accomplice the Mexican bandit.
The laws of life and death were turned around! The ritual backfired! Raising the ghost knight from his ancient bones and assaulting the undertaker and bandit. Their lives were lost in an instant, but the soul seeking specter could find no other life to suck away, trapped as it was amongst the gravestones.
That is until the whole town gathered for a wedding. Then the evil magic struck all at the service! The whole town now becoming ghosts alongside the pair who'd performed the rite. Trapping all upon this Earth.
So how did the undertaker get his hands on an old knight's bones, when they should be in Europe? Who would travel across the ocean, taking things that don't belong to them and selling them the highest bidder back on shore?