The Characters are unlocked through leveling up or by purchasing DLC.
Revolution Characters Myths and Mavericks DLC
Redemption & Damnation Characters Liars and Cheats DLC
Red Dead Revolver Characters Legends and Killers DLC
Zombie Characters Undead Nightmare DLC

0:00 Revolution
0:35 Damnation
01:11 Redemption
01:46 Red Dead Revolver
02:19 Miners
02:54 Rebeldes
03:22 Dutch´s Gang
03:51 Walton´s Gang
04:24 Cattle Rustlers
04:50 American Army
05:18 Federales
05:46 Lawmen
06:19 Marshals
06:47 Misc Women
07:16 Misc Mexicans
07:50 Misc Criminals
08:30 Legendary
08:53 Zombies
09:35 Mounts