I have a couple of companies in mind. Here's one I want to work on ...
Pinkertons:
To find the real power in the United States follow the money and look for the rail barons, industrial tycoons and shipping magnates. To further their aims these men hire 'private detectives', the most (in)famous of which are the men of the Pinkerton Detective Agency. These 'detectives' are normally seen to guarding persons or items of value, or occasionally to break up strikes or to 'move on' people living on land required by rail companies. Some of these companies of detectives may be found abroad while performing 'guarding' duties; often as a cover for them to kidnap, kill or steal on behalf of their masters. Some of the detective companies have also been infiltrated by the US Secret Service.
This gives me an alternative to the Wild West Show company, somewhere between Wild Wild West and the Pinkertons in Ripper street, something like the following:
*A couple of Secret Service leaders
*Detectives with pistols/carbines/shotguns
* An engineer (not a Pinkerton, but an employee of the group's employer) - with some useful steam tech
*A tough close combat specialist - possibly a Native American loaded him up with talents to make him into a werewolf type (Reaper do a nice mini with hat and shotgun)
Options include:
*horses OR steam vehicles
*upgrade for marksman with hunting rifle
*upgrade to give one detective dynamite
*upgrade one detective to medic