War horse in normal Red Dead Redemption?
Solution 1:
There are two "War Horses" in Red Dead Redemption, and each is specific to a particular half of the game:
In the base game, the "War Horse" (a horse used in war) is a pre-order bonus that was later added as paid DLC. It is also included as part of the "Game of the Year Edition." If you have the War Horse, the deed will be in your inventory. It's one of the best horses in the game, and having the deed means you can call a new one whenever your horse dies.
If you don't have this DLC, you can come darn close to the War Horse by breaking the Kentucky Saddler or the American Standardbred. While the War Horse is better, I don't know that it's $1 extra better.
In the Undead Nightmare expansion, you can find the horse War, which is one of the Four Horses of the Apocalypse. It must be found and broken in-game in order to use it. You won't get the "deed" to this horse until after you've completed the ambient challenge related to these horses. It is on fire, and it burns things that it touches.
Just for reference, you can't get the horse War in the base game, and you also can't get the War Horse in Undead Nightmare.