The world of Red Dead Redemption sometimes strays from what is seemingly a historically aligned real-world Wild West setting. Along with the typical fair expected of the American West during the late 1800s and early 1900s, there exist some mysteries and oddities that defy rational explanations. Phenomenons like the time traveler, the ghost train, apparitions, and UFOs all fill up the dark corners of the Red Dead Redemption world. Among the many creepy encounters and mysterious situations, one that stands out is the Donkey Lady.