Cheats
Enter the following to unlock the corresponding:

allies - Unlocks Jenny
barton - Infinite Ammo (Story Mode)
campbell - Increased ammo capacity
hunter - Every character unlocked (Quick Play Mode)
nedwhite - Every weapon unlocked (Story Mode)
quivira - Rapid fire

Weapons:

.69 Ferguson Rifle: Defeat Hollister
Cavalry Sword: Defeat Reed
Dual Peacemakers: Defeat Hoodoo Brown

Bear Hunt
Get 60 or more points on Suppress The Outlaws.

Fire Fight
Get 35 or more points on Bear Hunt