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The Mexican Federal Police are a form of law enforcement that operate around Escalera, Chuparosa, El Matadero, and Torquemada. There are also eight playable Federales characters in Multiplayer. Federales in Red Dead Redemption greet the player upon turning in a bounty target.
Once the player gains a bounty of $1000 or more, Federales will join in the hunt. Fleeing into the Wilderness will cause posses of Federales to assault the player at random intervals.
Even in settlements like Casa Madrugada, Federales will still come into town and attempt to bring Marston down.
While most Federales do not wear a uniform, in Chuparosa there is a group of uniformed Federales, similar to the police in Blackwater. The non-uniformed Federales all wear the same badge, which is a different badge then the uniformed Federales.They operate out of the Chuparosa Mayor's Office and will also attempt to take down any outlaws.
Of note is that the casually-dressed Federales bear a resemblance to the Mexican Rurales of this time period. The name referred to the Guardia Rural, the mounted federal police force of Mexico that existed from 1861-1914. They were distinct from the Federales in that they were deployed exclusively to rural areas mainly to combat banditry. The term "Federales" itself may just be a catchall for the Mexican law enforcement, and the uniformed officers may be a distinct organization.
In Multiplayer, the Federales set of playable characters in the Outfitter are modeled after the members of the Federales in Singleplayer. They can also be seen in towns as well as attacking players with bounties.