[link|http://www.straightdope.com/mailbag/mrideshotgun.html|The Straight Dope]:
So stagecoach guards rode shotgun \ufffd they just didn't call it that in the 1880s, as far as anyone has yet discovered. The term "riding shotgun" to refer to the guard sitting next to the driver doesn't emerge from the Old West but rather from movies and TV shows about the Old West. To date no one has found a cite for "riding shotgun" during the time stagecoaches were actually used.
Cheers,
Scott.