I've been there, my wife and I have a real affinity for that region of Texas. We were married in Marathon and make the trip out there from Dallas a few times a year. Sometimes Marfa sometimes Marathon sometimes Alpine etc.
It's definitely a unique area, the people who live there either have lived there for generations or live there because they don't want to be found (for various reasons). Marfa gets especially strange because it's full of rich people, artists, and grad students but also literal cowboys and bandits.