Gun

Infinite ammo:
Take a barrel of TNT from the Badlands mine. Locate the abandoned
house in the Badlands where the buffalo graze. Go to the back of
the house on the outside. Face the chimney (looking west) and place
the TNT barrel on the left side of the chimney. Blow up the TNT barrel
to open a hole in the ground with unlimited ammunition for all weapons.

Easy money:
You can earn more money on the bounty hunter side missions by capturing
bounties alive. When you find a wanted poster that offers more money if you
capture them alive and are having trouble doing so, use the following trick.
Kill all gang members or bodyguards (if any). If the bounty is on a horse,
kill the horse. Get close and melee attack. This will stun the fugitive and
present an opportunity to grab them. Then, subdue the fugitive. This will
award you more money for each bounty. If you accidentally release him,
you can try to melee him and grab him again. However, if you do this
too many times or if he has been shot, you may kill him and get less money.

Easy poker game wins:
When playing Texas Hold 'em inside the Alhambra, you can easily win with
or without a good hand. Raise the bid to the maximum. This should make at
least one to three players fold. You can then cheat to make your hand better,
and if the cheat card is a worse card, just go back to your original hand.
Afterwards, keep checking your hands until one of you wins. It should be
you most of the time. Do not worry if you lose, as the tournaments are free.

End of poker cheating:
When playing Texas Hold 'em after the tournaments in the Alhambra, you
will no longer have the option of cheating.

Faster riding:
Hold (Dash) while repeatedly jumping your horse to travel about double
the speed.

 