Purchase a simple 10-hole diatonic harmonica in the key of C. You will also want to purchase a couple of campfire songbooks. These books typically include cowboy favorites that have been around since the 1800s. These are the songs that will make your cowboy harmonica playing sound authentic. Harmonica Country sells a .pdf that contains hundreds of campfire cowboy classics. It also offers a wide selection of songs online at no charge (see Resources). When you learn these songs, include a selection of modern country classics, but be sure your repertoire includes the campfire cowboy classics.
Learn harmonica tab notation. Most cowboy songs are notated in simple tablature format and are easy to lay because the melodies are so familiar. Harmonica tab for cowboy songs will typically be numbers placed over lyrics that indicate which hole to play for the correct note. Additional symbols include a dash to indicate how long you should hold a note and curved lines to indicate bends and carets to indicate blow and draw notes.
Check out video sites like Youtube for video lessons that teach you how to play harmonica cowboy style. Videos are beneficial because you can watch what's being done. It's also a good way to soak up the cowboy atmosphere. Like any musical genre, the more you listen and become familiar with the style, the more adept you become at playing it. Combining these videos with plenty of practice will soon have you entertaining your friends and family around the next campfire cookout.