Red Dead Redemption is one of those "open world" games set back in the wild west just as the railroad starts to bring the easterners towards the wild country. You play as a bounty hunter and can really determine how the populous views you. You can choose to do good deeds and increase your "honor" or rob and steal and decrease it. There are also lots of side quests to do and collectables to find. I just started the Marksmanship challenges where you have to shoot birds out of the air or coyotes before they have the chance to attack you (PETA calm down...they are only pixels).
There is also a mulitplayer aspect of this game I look forward to trying where you can roam about the open world and encounter bandits, have mulitplayer deathmatches and duels or form a posse and go bounty hunting.
A great game that is beatiful to behold. I highly recommend picking this one up