Red Dead Redemption: Undead Nightmare features a world infested with threats, such as zombies and mythical creatures that the players must take down. You'll be burning a lot of ammo while doing that, so running out before engaging a hoard can be dangerous. Ammo in the Undead Nightmare DLC can be a bit scarce, but if you know where to look for it, you'll always be stocked up on ammo to take on any threat in the game.