After speaking to Soapy, run to front of train towards the water. Leave your horse behind the rock near the bridge. Run back to the engine of the train and stay in front. Wait for the two riders to come through. Use your quick draw to take them out. Take their horses and leave them with your horse. Take cover in front of the engine again. Two more riders will appear. You can see them riding quickly around the train on your map. Use the same method. Then, go to one of the horses and ride him around the rock towards the cannon. Use quick draw to take out the two men on either side of Dutchie. Your horse will probably die and you will have to take a shot or perhaps two, but keep moving towards the back of the train and into tunnel until you find cover behind it. Sneak around to the right on the same side you started on. Kill the man on top of the car first, then the man standing by the rail on the same car. Next, squeeze between the two cars and aim directly for the end of the cannon with whatever weapon desired. Shoot Dutchie until he is dead.
-Take out Duchie first. Use Ned's rifle and just keep shooting at Duchie while moving to avoid as much damage as possible. Stay on your horse as long as you can. Once your horse has been killed do not take another until Duchie has been defeated. By this time all side missions should be unlocked. Do all of them as it will not only make fighting Duchie easier but it will also make completing the rest of the game a lot easier.
-Speak to Soapy then get your horse and ride back up the mountain. At the part just before the TNT, get off your horse. Walk out on the ledge. Keep walking and to reach a location where he cannot hit you. From here you can snipe him, shoot him in the head with fire arrows. The fire arrows will keep wearing down his health, even though it does not have the stopping power. Now, you still have to take care of the riders. Get back on your horse and use your Quickdraw. It helps if you get your stats up by doing the Bounty Hunting or Wanted Poster side missions. Make sure that you hit the riders, not their horses. They will shoot at your horse, and you can use their horse as a replacement ifneeded. The double barrel shotgun is recommended because they stand close together and it can take out more than one enemy.