Word Origin & History
O.E. west "in or toward the west," from P.Gmc. *wes-t- (cf. O.N. vestr, O.Fris., M.Du., Du. west, O.H.G. -west, only in compounds, Ger. west), from PIE *wes- (source of Gk. hesperos, L. vesper "evening, west"), perhaps an enlarged form of base *we- "to go down" (cf. Skt. avah "downward"), and thus lit.
"direction in which the sun sets." Cf. also High Ger. dial. abend "west," lit. "evening." Fr. ouest, Sp. oeste are from Eng. 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. The verb wester "to go west" is recorded from late 14c.; westerly first recorded 1570s in both its (somewhat contradictory) senses of "coming from the west" and "facing toward the west."
19c. British idiom for "die, be killed" (popularized during World War I), "probably from thieves' slang, wherein to go west meant to go to Tyburn, hence to be hanged, though the phrase has indubitably been influenced by the setting of the sun in the west." [Partridge]