What animals are there in red dead redemption

A various amount: Snakes, Bears, Rabbits, Armadillos, Horses, etc.
In the Red Dead Redemption: Undead Nightmare DLC, there are a few more species, and everything is "undead." Normal animals are not as evident, but their are: Undead Dogs, Undead Horses, Undead Wolves, Undead Bears, and a Sasquatch.

Their might be some others, but these are the ones you are going to run into the most.
Oh yea, and on Undead Nightmare, don't forget the zombies ;)