Need help identifying short story about retired military colonel who fought war at end of time

Question

I read this story in an anthology in the eighties or early nineties. It was about an old man who lived outside a western-like town, though that might have just been how I imagined it. He goes to town and some ex-military thugs are there causing problems. Flaunting some odd interdimensional military tech of some sort. He doesn't want to intervene as doing so would be bad but in the end he must.

By intervening, his military identity is revealed and that causes him (some paradox or causality law) to have to go back and fight the war again.

The war is at the end of time or the universe. The man is maybe a colonel of the sky something... Not much to go on; I have been searching my collection and wracking my brain for years trying to recall the story.

Answer 1

This is almost certainly "A Dry, Quiet War" by Tony Daniel originally published in Asimov's Science Fiction in 1996 and heavily anthologized.

Returned to a small town with a western (as in US western frontier) technological flavor. The story opens with:

I can't tell you how much it to me to see the two suns of Ferno set behind the mountains east of my home. I had been away twelve billion years. I passed my cabin to the pump well [...]

from a war in the future:

All dead. All those millions of dead people. But it was the end of time, and they all had to die, so that they—so that we all, all in time—could live

The town is beset by technologically advanced bandits:

"Bex [a personal friend of the protagonist] are you hurting?" I said to her. She looked down , then carefully spread her legs. "He caught me and then used the trunch on me"

The protagonist is an officer:

"Colonel Bone," he began "If I'd knowed it was you..."

And there is a cost to exhibiting his power in the time frame of the story, but the details are a huge spoiler.