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New Game +
Complete the game and return to the starting area (Blackfoot Territory). From the LEFT of the HIGHER boulder leading up to a ledge and gap, jump and spur your horse so it lands on top, then onto the ledge. Cross the next two areas. Stand between the only two rocks in the water. Press and hold L+R+A for a few seconds until you hear a strange sound. Go to Options (press START),for a new selection - GUN. Choose any Mission or Cutscene. You will retain ALL weapons, items, and skills.
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.