The Cowboy Way (1994)

When their friend and mentor Nacho goes missing after trying to bring his daughter, Teresa, to the U.S. from Cuba, rodeo riders Pepper and Sonny leave New Mexico for New York City. Naturally, there are lots of encounters highlighting the two fishes out of water; there are opportunities to lasso bad guys; there's even a chase on horseback through the city streets after Sonny and Pepper steal a pair of NYPD horses.