These four horses appear in random places and one of the horses is given after you have completed the main story of Undead Nightmare. War in New Austin, Pestilence in West Elizabeth, Famine in Mexico (somewhere between Escalera and Tesoru Azul), and Death is story-related and given at the end of the game. With Famine being the hardest to find, here are some locations to help in finding the horse: - Northwest of Torquemada, where the 3 horses are on on the map - West of Crooked Toes (which is NW of Escalera, near the river) With War being the second hardest to find, here are more locations to help in finding the horse: - Spawns between Armadillo and Fort Mercer - On the way to the first Lost Souls mission in Fort Mercer - Riding to MacFarlane's Ranch from Thieves' Landing. Spawns near Thieves' Landing. - Somewhere around north of Armadillo - In Tall Trees while searching a mission-related mythical creature. Pestilence can usually be found in the Tall Trees area. Each horse also has a special ability. War can set people and zombies on fire, Pestilence is almost immortal, Famine has unlimited stamina and Death explodes zombies' heads.