McCabe And Mrs Miller
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Western movie from 1971, directed by Robert Altman and starring Julie Christie and Warren Beatty.
Wikipedia describes the film thus: "A gambler and a prostitute become business partners in a remote Old West mining town, and their enterprise thrives until a large corporation arrives on the scene."
The movie soundtrack features three songs by Leonard Cohen, including "Sisters of Mercy", from which The Sisters got their name.
Andrew Eldritch referred to this film during an interview on German TV. You may find this here (in German) from about 5:30: http://www.youtube.com/watch?v=_96ZnZsjcWY
For some more comprehensive information about McCabe & Mrs Miller see: