.69 Ferguson Rifle:
Defeat Hollister to unlock the .69 Ferguson Rifle.

Apache Shirt:
Complete all the hunting missions to unlock the Apache Shirt

Beach Cave Items:
Go to the lower part of the bridge in Dodge City and follow the path, eventually coming to the other to the beach cave. Inside the cave is some ammunition, money and a life pick-up

Cavalry Sword:
Defeat Reed to unlock the Cavalry Sword

Completion Bonuses:
Complete story mode to get Magruder's seven barrel Nock gun

Get 100% complete (story mode plus all side missions) to unlock Reed's armored horse too

Defeat MacGruder:
Wait until he is over the Spewing Mounds and then launch a dynamite attack

Dual Peacemakers:
Defeat Hoodoo Brown to unlock the Dual Peacemakers

Faster Riding:
Hold down dash while jumping your horse to double the riding speed

Silver Spurs:
Complete the Pony Express missions to unlock the Silver Spurs