EXIT WEST
The title is composed of two words: exit and west.
The word exit maybe means that the protagonist wants to escape or leave from someone or something; while the word west it is a cardinal point then connecting west with exit perhaps the protagonist wants to go or escape from the west.
Or in the American imagination it was also an ideal: a frontier land, all to be explored and constructed, where law and social order had not yet arrived and where it could be free and not comply with the laws.
West is also where sun sets and sunset is associated with a sense of deep regret and painful sentimentality, maybe the protagonist is nostalgic about his place where he was born and wants to come back.