The Great Mexican Train Robbery

 is a mission in Red Dead Redemption.

Story
So you go to your bro's camp right, and he's like you amigo rob this train for me. And you do it because he says he gots his best spies finding out their location. You sneak onto the train and take out all the guards and take the train out to your bro. There you get to crack a safe and get some loot.