At the small little house near the open field, there is a mine located in the hills behind it. Follow the path from the house to the edge of a Big hill when you see an opening. Go inside and grab a barrel of dynamite behind the carts in the back of the mine. Go back to the house and place the dynamite in the corner of the chimney where there are outside supports. Step away and shoot it. If you placed this correctly, a big hole should open up with unlimited ammo.
Go underneath the bridge near Dodge City(the mission where you kill the Indians and keep the workers safe PLACE) And go down the slopes at the other ends of the bridge. When you reach the part where you took the cart across to get to the other side of the bridge, turn around. You should see a path following th water's edge. Follow this path until you find a cave. This cave should have unlimited health in it. Go back over and over to keep refilling your health meter.