Old English west (adv.) "in or toward the west, in a westerly direction," from Proto-Germanic *west- (source also of Old Norse vestr, Old Frisian, Middle Dutch, Dutch west, Old High German -west, only in compounds, German west), which is of uncertain origin. Perhaps from PIE *wes-, reduced form of *wes-pero- "evening, night" (source also of Greek hesperos, Latin vesper "evening, west;" see vesper). Compare also High German dialectal abend "west," literally "evening." French ouest, Spanish oeste are from English.
As an adjective from late 14c.; as a noun from late 12c. 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 Coast of the U.S. is from 1850; West End of London is from 1776; West Side of Manhattan is from, 1858. The U.S. West "western states and territories" originally (1790s) meant those just west of the Alleghenies; the sense gradually extended as the country grew. To go west "die" was "common during the Great War" [OED, 2nd ed.], perhaps from Celtic imagery or from the notion of the setting sun. In U.S. use, in a literal sense "emigrate to the western states or territories," from 1830.