Many users have experienced problems with the Red Dead Redemption multiplayer, specifically in the free-roam portion of the game. The main problems seems to be models not loading (including player, horse and weapon models) in addition to various connection issues and dropped connections.
 
Rockstar is aware of these issues and say they are apparently working on a fix. 
 
Rockstar also put out this e-mail address to contact for support.   RDRSupportteam@rockstargames.com