Regimental histories are one of my favorite genres, but until the advent of the digital age, it was difficult to locate veteran written histories. When I was in graduate school most of these had to be obtained via interlibrary loan, but many of them have been digitized and are available online. The Internet Archive has a variety of materials available for free including a wide range of veteran penned regimental histories. A quick search yielded the following histories of units that served in the trans-Mississippi:
Barney, Chester. Recollections Of Field Service With The Twentieth Iowa Infantry Volunteers (1865)
Beecher, Harris H. Record Of The 114th Regiment, N. Y. S. V. (1866)
Ewer, James K. The Third Massachusetts Cavalry In The War For The Union (1903)
Lathrop, David. History Of The Fifty-Ninth Regiment, Illinois Volunteer Infantry (1865)
Scott, John. Story Of The Thirty-Second Iowa Infantry Volunteers (1896)
Sprague, Homer B. History Of The 13th Infantry Regiment Of Connecticut Volunteers (1867)
By no means did I conduct a thorough search, so other regimentals, published diaries, memoirs, etc. await the curious.