It's getting on a bit now, but this has to be one of the best games I've ever played on the PS3. I grew up watching westerns with my dad, and this game gives many nods to the films in the same way rockstar do in the GTA games to the great crime/gangster films. The story is fantastic, gameplay brilliant and takes place over one of the biggest open world landscape I've ever seen on a game. There are many, many different things to do besides the main story, from bounty hunting criminals to hunting animals to earn money at the trading posts. There are also many interesting side missions punctuated with rockstars trademark twisted back humour. Certain missions and characters had me in stitches while playing through, and some random events have to be seen to be believed. I enjoyed this game that much, I played it to death and its the only rockstar game I've had the patience to sit through until I had the elusive 100% completion stat. Would still totally recommend this game if you haven't played it, and it can be obtained for a good price now it's getting on a bit.
The undead nightmare DLC takes the twisted humour a bit further with the introduction of zombies and the supernatural. Highlights on that included hunting down yetis and tracking down and taming the 4 horses of the apocalypse. It takes place and ties into the main story well.