When you have completed the game go back to the Blackfoot Territory at the start of the game and go to the left of the higher boulder which leads up to the ledge which has the gap (to get there you have to spur your horse). Then cross the next two areas you come across and when you are in the water stand between the two rocks and press and hold V (Throw weapon) + Shift (Crouch) + LMB (Draw weapon) + C (Quickdraw) + Space (Jump) and after several seconds you will hear a confirmation sound if you entered the code correctly. When you now go to the 'Main' menu for a new selection - Gun you will be able to select any mission or cutscene and keep ALL weapons, Skills and items you may of had.

Unlock Reed's Armored Horse and Macgruder's Cannon Shotgun:
Complete 'Story' mode and ALL side missions getting 100%. When completed Reed's Armoured Horse is at Macgruder mine and the gun is given to you.

Unlock .69 Ferguson Rifle:
Defeat Hollister

Unlock Cavalry Sword:
Defeat Reed

Dual Peacemakers:
Defeat Hoodoo Brown

Unlock Apache Shirt:
Complete ALL Hunting Missions

Silver Spurs:
Complete ALL Pony Express Missions