Washington Irving 
The Adventures of Captain Bonneville, U. S. A., in the Rocky Mountains and the Far West [PDF ebook] 

This book is Called The Adventures of Captain Bonneville translated and published by Washington Irving. This book is not a part of a series and a true story. This book is a translation of the journal of Benjamin Louis Eulalie de Bonneville. In this book Captain Bonneville, François, Marc and Awena who was a native american woman that he bought to help translate with the population. The team travels west and hopes to explore and find riches.
John Jacob Astor introduced Washington Irving to Benjamin Bonneville, a captain in the United States Army, who had been assigned the exploration of the western extremes of the Louisiana Territory and what lay beyond, the area that Astor and his trappers had briefly ‘colonized’ and then abandoned, by President Jackson in the 1830’s. Irving wrote down the stories that Bonneville told him.
This is both non-fiction and escapist. One may want to read it with Wikipedia and Google Earth opened to get a more substantive feel for what Irving was writing about and to ‘be there’ albeit 180 years after the fact.