I found the white ****ing horse, it ran off. Found it again and managed to climb aboard but the **** chucked me off. Couldn't find it a third time before having to pop out, little bastard!
Pretty sure if you lose it you have to leave the area for a few days and then return before it will respawn.
Finished the main story. I got the good ending, everyone cried when I died and there was a parade in my honour in Saint Denis. The new hospital was named after me with my statue outside made out of all the gold bars I collected but didn't sell.
Got my cash back off the incest twins. Found another place where the guy is all friendly and asking me in, didn't go in but might go back and see if he has special booze or magic beans or something.
That's the bad ending. She forces you to give up being an outlaw and the entire endgame is just house chores with no weapons allowed.
There's an item on the BBC website about loads of glitches in the software. Some really hilarious ones.