The Lazarus Man (1996)

Shortly after the Civil War, a man pulls himself out of a grave in the South wearing Southern clothing but carrying Northern gold and carrying a US Army revolver. He has no memory save for some gorgeous brunette and being beaten over the head by a man in a derby. He calls himself "Lazarus" after the man Jesus resurrected until he can figure out who he is and why he was buried alive and left for dead.