I wonder if the "five good men needed to capture Bad Bart" sketch was his first appearance. That one seems different from later appearances, where he turns out to not be as mean as he appears. Instead, in that appearance it seems like he really is a bad guy.
I looked at the Muppet Wiki page on western sketches, and noticed that in most sketches he has brown hair and a brown mustache, but in the one where he goes to give somebody what he deserves, he has black hair and a black mustache. Also, it seems like he looks like Forgetful Jones.