Branch of CONTROL which presumably operates in the Western half of the United States.
It may be further inferred that CONTROL West is run from CONTROL's Las Vegas headquarters since the only agent known to hail from there is disguise expert Charlie Watkins who Maxwell Smart encounters in that city [Episode #52: "Smart Fit the Battle of Jericho"].
The fate of CONTROL West after the loss of the Vegas headquarters [Mentioned, Episode #63, "The Spy Who Met Himself"] is unknown. It may have been shut down since Watkins is next seen working in Washington [Episode #57: "Pussycats Galore"] or perhaps transferred to the Los Angeles HQ (also mentioned in Episode #63: "The Spy Who Met Himself"].
In either case, it would appear that the Los Angeles headquarters has also been closed by two years later when Max, 99 and the Chief take an emergency train trip to LA intercept a KAOS gang [Episode #115: "Valerie of the Dolls"]. It stands to reason that if the local headquarters was still extant then agents could have been dispatched from there more expeditiously.