When asking for this film in your local Spanish Video Club
the title in Spanish is "Los tres entierros de Melquiades Estrada".

Synopsis for The Three Burials of Melquiades Estrada
A man is shot and quickly buried in the high desert of west Texas. The body is found and reburied in Van Horn's town cemetery. Pete Perkins, a local ranch foreman kidnaps a Border Patrolman and forces him to disinter the body. With his captive in tow and the body tied to a mule Pete undertakes a dangerous and quixotic journey into Mexico.