Man, that's wild! I watched MacKenna's Gold last weekend and Telly did that very thing. Now I'm gonna have to watch Scalphunters. :)
I also watched Yellow Sky (I had a sorta of a Gregory Peck western marathon going on my Netflix) and saw Richard Widmark just finishing his shave and a little later after the woman told him he smelled bad, Peck got a clean shirt out of his saddlebag and checked the sharpness of his razor with this thumb - after he licked it... never actually saw him shave tho.
I watched Bill Paxton put a razor to his throat at 90 degrees and wipe some soap off in Resistance.