Kevin Costner has been a leading man for more than forty years and has starred in all different genres of movies, but a constant in his filmography is the Western. One of his first big roles was in “Silverado,” alongside Kevin Kline and Danny Glover; he directed “Dances with Wolves,” which won seven Oscars, including Best Director and Best Picture; more recently, Costner starred as the rancher John Dutton in the enormously successful “Yellowstone.” Perhaps no actor since Clint Eastwood is more associated with the genre. Throughout his career, Costner has also been working on a project called “Horizon: An American Saga.” Too lengthy and expensive for studios (Costner put up tens of millions of dollars to fund it), “Horizon” evolved over decades into a series of four films about the founding of a town in the West. Part 1, which involves the destruction wrought on Native communities by white settlement, comes out next week. While the politics of the genre have evolved, “there were certain dilemmas that [Westerns] established,” he tells David Remnick, that were timeless. “They talked to me about character and just as important, lack of character.”