Bad Girls (1994)

Prostitutes Cody (Madeleine Stowe), Anita (Mary Stuart Masterson), Eileen (Andie MacDowell) and Lily (Drew Barrymore), work a saloon in the Old West. They decide to flee the bordello for a better life elsewhere, but trouble follows close behind. They're tailed by Pinkerton detectives, Cody's savings are stolen by a bandit (James Russo), and Eileen is wrongfully jailed for bank robbery. Now the remaining three girls must decide whether to liberate their friend or their funds first.