My, This is a Lovely Room of Death
Your ride leads you to a small cabin and a few unsavory types milling about outside. Irish generously offers to let you go in while he covers you from the rear. The guys at the cabin aren't too happy about your approach, and attack you almost instantly. Luckily, there is a lot of useful cover nearby.
You know the drill by this point. Take them out one at a time from behind cover, being careful to take time to regenerate health if you take a few hits. Once you've take out all the bandits, move inside the cabin to search for your gun. Don't forget to take a moment to loot the dead for ammo and cash before you head in.
The cabin isn't empty, unfortunately, as another bad guy appears in the doorway and starts shooting at you as you approach. Take him out as you did the others.
Once you get inside, you'll discover that the gun is nowhere to be found, and perhaps Mr. Irish is not the most trustworthy of individuals. You'll have to head out to Benedict Point if you'd like to have a word with him about it.
Your efforts were not totally in vain, though, as you'll gain a little fame as a reward for completing this mission.
For more mission walkthroughs, cheat codes, weapons guides, and more, check out our Ultimate Guide to Red Dead Redemption.