Question about structure...

The "trilogy" thing was a bit too emphazized.

It was a US marketing idea to sell the so-called "Dollar Trilogy" or "Man With No Name Trilogy", grouping togheter three separate films starring Eastwood.
There is no "Trilogy" at all, there. Three films, three places, three sets of characters.

The other "trilogy", on other hand, had some bases.
Those are "The End Of An Era" trilogy.

Once Upon In The West was the end of the Far West fairy tale: the last stand of gunslingers like Frank of Harmonica, the last days of bandits like Cheyenne.
Railways got the civilization in the West: farmers, shops, law.

Duck You Sucker was the end of the Mexican "West": here, too, the last "latino-fritos" banditos, the last revolution, the last bank robbed with dynamite.
After the film, Mexico will became a civilized and democratic governament, too.

Once Upon A Time In America was the end of a kind of "American dream": the last days of the poors and immigrants who can dream of easy money and power via crime.

Of course, it's not litteraly the end, from a strict historically point of view.
Eras didn't simply end, they fade one into another.
But movies in this trilogy had a "mood is changed" attitude.
There were no more place for the people portrayed.

In this "End Of Era Trilogy" you may add My Name Is Nobody, written with Leone's help and directed by one of his assistants (Leone directed some scenes).
Here, Mr.Nobody forced a once-famous gunslinger, now out of business as that west existed no more, to have his Last Stand with a band of Banditos.
So to seal in an history books the Day The West Was Won, or something.

It's somewhat a "bridge" between Once Upon A Time In The West and Duck You Sucker. Also if it's a bit comedic and not up to starnard of serious Leone's movies.