Luka Vittori is a circus knife-thrower from the late 19th century Italy. After the end of the French-Prussian war, he decides to travel to the American continent to try his luck in the United States, establishing himself on a circus traveling the frontier cities of the Wild West. Natalie, his French girlfriend and fellow circus performer, arrives later in the country to join him.

Legends Of The Wild West: Golden Hill is a hidden object game with a "western" theme and elements of the point-and-click adventure genre. Most of the time, the objective is to find and click on all the items listed at the top of the screen, on static screens filled with assorted thing depicting period locations. In some places, the list shows the silhouette of objects instead of their names, or a sketch drawing of an item whose parts are scattered through the scenery. Some of the collected objects are stored inside the inventory, shown as a saddlebag at the top-right, to be used later on special places and situations. The inventory items can be selected and used over portions of the scenery to perform actions, like using matches to light candles on a darkened room. The hint button is an hourglass that shows the position of one of the required items when activated, but takes 30 seconds to recharge after use.

There are mini-games between each chapter, where the player has to assemble picture puzzles, hit targets with a knife, complete jigsaw puzzles, ride a horse to victory in a race, throw dice in a competition to roll 21, win duels with knife throws, find all the differences between two similar photographs, reassemble a dreamcatcher and complete other challenges.

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