So apparently I'm not the only one stuck at 99.9%. 
A known issue is that the bounty locations and map locations don't track properly and aren't added to your completion. They will show up strangely in your ingame stats and should have 94/94 locations found, but they will be arranged strangely, more than possible in one place, less than all in another. Also, bounties may show up strangely, you should have at least 8 in New Austin, 8 in Mexico, and 4 in West Elizabeth, but the stats may show more than that in certain places (not actually possible). 
So, if you're stuck at 99.9%, you might be screwed. Like me. Or you might be missing a bounty.
 http://support.rockstargames.com/help/rockstar_games/rdr_mapstats
 

I've been stuck at 99.9% for a few days now and I think I'm about ready to abandon this game. According to my social club stats, I'm missing the bounty mission at The Hanging Rock in New Austin. I've finished this bounty location about 20 times at this point, taking numerous approaches, but it won't register in my stats. I get the money and autosave afterwards, along with the "bounties alive/dead +1" text, but I'm still 7 for 8 in New Austin.
 
I've killed Dale Chesson 9 times. That dude is relentless.

It's also possible that you didn't try all of the games, all the horse-shoe locations, horse breaking jobs, etc.. the last I got was from a horsebreaking job, so it's worth retrying all of those.

I was stuck like that too... I just replayed every bounty location until I got it.