The Lazarus Man (1996)

Shortly after the Civil War, a man pulls himself out of a grave in the South wearing Southern clothing but carrying Northern gold and carrying a US Army revolver. He has no memory save for some gorgeous brunette and being beaten over the head by a man in a derby just before John Wilkes Booth assassinated Abraham Lincoln. He calls himself "Lazarus" after the man Jesus resurrected until he can figure out who he is and why he was buried alive and left for dead.