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Old English west "in or toward the west," from Proto-Germanic *wes-t- (cf. Old Norse vestr, Old Frisian, Middle Dutch, Dutch west, Old High German -west, only in compounds, German west), from PIE *wes- (source of Greek hesperos, Latin vesper "evening, west"), perhaps an enlarged form of root *we- "to go down" (cf. Sanskrit avah "downward"), and thus literally "direction in which the sun sets." Cf. also High German dialectal abend "west," literally "evening."
French ouest, Spanish oeste are from English. West used in geopolitical sense from World War I (Britain, France, Italy, as opposed to Germany and Austria-Hungary); as contrast to Communist Russia (later to the Soviet bloc) it is first recorded in 1918. West Indies is recorded from 1550s.