Mike Overby of the annual Coeur d'Alene Art Auction said Remington's "Cutting Out Pony Herds" and Rockwell's "A Scout is Loyal" were sold to private collectors on Saturday.
Remington's painting features a soldier charging across the plains on horseback with the rest of the Cavalry and a herd of rider-less horses following behind. The painting was done in 1908, a year before he died.
"It has everything you want in Remington—lots of action," Overby told The Associated Press. "It was the first major work of his to come to auction in 10 years."
Rockwell's 1940 painting has a patriotic theme with George Washington and Abraham Lincoln standing behind a Boy Scout. Rockwell was known for his work for the Boy Scouts of America, producing covers for its magazine and calendars.
One of the biggest surprises of the auction was the $1.7 million that Howard Terpning's 1989 painting "Telling of Legends" fetched, according to organizers. The painting by the Tucson, Ariz., artist features two American Indians sitting on a bluff overlooking the prairie.
"That's a whopper for a living Western artist," Overby said, adding it was expected to sell for between $600,000 and $900,000.
Some 600 registered bidders took part in what's billed as the world's largest Western art sale. About 300 works were sold for a total of $28.5 million, up from $18 million last year.