I believe that the funeral where Tom Mix cried was that
of Wyatt Earp in 1929.
That could well be. Casey Tefertiller, in his "Wyatt Earp The Life Behind the Legend" states that Mix was at Earp's funeral. Earp's best Hollywood friend, however, was William S. Hart, an older Western hero than Tom Mix in that time. Tefertiller also states that John Wayne knew Earp (before Wayne went in front of the camera) as did John Ford. Tefertiller also writes that Wayne told actor Hugh O'Brien that he based his roles as Western lawman on conversations he had with Earp.
Earp was full of stories and just how much truth there was in what he imparted can't be known. He also had a stash of Colt 'Peacemakers' that he'd give out to admirers, claiming they were the gun he used at the OK Corral. I've often wondered how many of those got into collections unknowingly.