Red Dead Redemption Undead Nightmare treasure isn't going to dig itself up, unlike the hordes of zombies that have done exactly that, so you'll need to explore the states to dig up some useful loot. These ambient treasure hunting challenges, much like the ones in regular Red Dead Redemption, are necessary to attain 100% completion of the DLC, and go towards unlocking the Legend of the Apocalypse outfit for John.
To get started in your career as an Undead Nightmare treasure hunter, you'll need a map from a random event. Locate a fellow who has a camp set up in the wild with a zombified woman tied to a stake. It will take some luck to come across it quickly, and the camp appears all over the place, even after you have found the map for the first time. Once you do reach his camp, shoot the man then open the nearby chest to receive some ammo and your very first treasure hunting map.
Undead Nightmare Treasure 1
Location: West of Tall Trees
This treasure spot is a little tricky to get to. Set your waypoint to the spot on the map - there is a small gorge there that divides the mountain - and then follow the red path. It will take you to a railway tunnel. Do not go into the tunnel - instead, go up the side of the tunnel and follow the hilltop along to the gorge. Once you reach it, head north along it to the dead end and the pile of rocks which indicates your treasure spot will be there.
Undead Nightmare Treasure 2
Location: Southwest of Coot’s Chapel
When you reach the location on the map, head up the slope onto the rocks. Follow the edge of the path around to the southeast and you will get a popup stating you entered Hennigan’s Stead. Take a few more steps along the path and then turn to the right and ta-da, there is your pile of rocks.
Undead Nightmare Treasure 3
Location: West of Scratching Post, South of Gaptooth Reach
Head to the spot marked on the map and you will come to a large rock formation that has two flat peaks on the top of it. Make your way up the ledges and when you finally reach the highest point, look between the two flat topped rocky columns to find the treasure sitting there.
Undead Nightmare Treasure 4
Location: South of Sepulcro
When you finally reach Mexico, you can start your venture after this treasure. Head to Las Hermanas and then make a turn towards the southeast. When you reach the spot on the map above, you will find three trees in a row. Walk between the second and third tree and look for the “Inspect” prompt to show up, indicating you have found the 4th treasure.
Undead Nightmare Treasure 5
Location: Between Agave Viejo and Casa Madrugada
The last treasure is not even close to being the most difficult treasure to find. Go figure. Head to the spot on the map, but to get there you will need to head at it from the side. Make your way up one of the slopes on either side - the east side being the easier of the two - that will take you to the ledge where the treasure is perched. Once you hike across the edge of the cliff wall for a little bit, you will find your pile of rocks and become a Legendary Treasure Hunter.
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