Not as common as you might think, for many reasons. The West was not one homogeneous whole, but territories, each of which had their own rules. For example, Indian territories, Mormon Utah, places under US military or civilian militia rule.
Towns were often divided into the orderly parts, and the bad side of town with bars, brothels, gambling, fights, etc. And as soon as they could, towns got lawmen.
Arizona’s most notorious event was the Bisbee lynching, in which an armed group went into a general goods store and brutally murdered everyone inside. They were caught and one who only got a life sentence was dragged out of jail by the angry crowd and lynched. The others were legally hung.
Far more lynchings were carried out by a Klan like group in northern AZ, against known criminals, robbers and other transient troublemakers. However, they did not document their exploits. But that meant that northern AZ, like Utah, was a no-go area for criminals.
Most killed in California were Mexican banditos and foreign immigrants, though many criminals were dispatched by vigilante organizations.