This one's about trains!
As the result of a fast-travel to Chuparosa, my horse and I ended up on the train itself!:
I don't even know if it's possible to get a horse onto a train normally. :D
And then when I finished the mission "Mexican Caesar", I ran around the area hunting the skunks that appear there occasionally. When I got back to where the train was parked, it had vanished but the Gatling Gun and the sandbag barricades remained:
Unfortunately, I couldn't climb the invisible platforms, so the mounted gun just floated there taunting me to try and use it.