Completion Bonuses:
Successfully complete Story mode to unlock Reed's armored horse, Magruder's seven barrel Nock gun, and the Cannon Nock gun. Successfully complete Pony Express to unlock silver spurs. Successfully complete Hunting to unlock the Apache shirt.

Unlockables:
The following unlockables are available once you complete the required side quests.

Apache Shirt - Complete all Hunting Missions

.69 Ferguson Rifle - Defeat Hollister

Cavalry Sword - Defeat Reed

Dual Peacemakers - Defeat Hoodoo Brown

Silver Spurs - Complete all Pony Express Missions

Reed's armored horse and Macgruder's cannon shotgun - Finish story mode and all side missions for 100% completion. Then go to Macgruder mine to pick up your rewards.

Secret Ammo Cache:
In the Badlands, near the Hecht Ranch you should see a herd of buffalo. Near the buffalo is a dilapidated house. Behind the house are two mesa like land features. In one of them there is an opening into a mine on one of the cliffs. Go into the mine. When you walk into the mine, the path will split. Go right. Pick up a dynamite barrel behind the mine carts. Take the barrel back to the house. Go to the back of the house and set the barrel down next to the chimney. Back up and shoot the barrel. Near the chimney a hole should have been blown into the ground. If you jump into the hole, you will collect every ammo type you need.

Unlimited Flask refills:
Go to Hecht Ranch. There is a small building near the big windmill. It has an open doorway and what looks like a small ramp. Go inside and there will be a group of 3 liquor bottles on the ground. You can refill your flask here over and over again. The bottles will always be there.

Faster horses:
When on a horse, hold the dash button while repedately jumping. If you time it right, you should go at about double the speed of the normal horse.

Skip The Battle With Hoodoo:
During the battle with Hoodoo in his casino, you will notice that he is on the balcony upstairs. By making your way up to the second level, you will find a second set of stairs that should have red wallpaper on the walls leading up to the third floor. Climb these stairs to the very top where Hoodoo's office is. This should skip the battle and immediately let you finish him off.