The Kidnapped Girl

 is a mission in the Red Dead Redemption DLC, Outlaws to the End.

Story
Bandits has taken over Fort Mercer, and kidnapped a Farmer MacGuffin's daughter from Ridgewood Farm. Players must kill the bandits inside the fort, and rescue Farmer MacGuffin's daughter. They must then escape in a stagecoach, and will find that more bandits on horseback have come to try to kill them. After killing the bandits and arriving at Ridgewood Farm, the players will be met by more bandits and are forced to dispose of the remaining bandits. Afterwards, the farmer's daughter is safe, and although Farmer MacGuffin can't give you money, your name will be legendary.

Walkthrough
The Mission begins outside of Fort Mercer, with the gang taking shelter behind a small rock outcrop on a nearby hill. One gang member must collect the explosives (highlighted in green) and set them at the main gates of the Fort to breach their defences. This is easier said than done, as the entrance is heavily defended by marksmen along the upper wall along with two Gatling Gun emplacements blocking the way forward.

Once these defences have been taken out, the gang member with the explosives must set the charge at the base of the gates, retreat to a safe distance, then blow them open with the Detonator provided.

Inside the Fort, things are no better - many more bandits are holed up around the courtyards and upper floors, including a group of specific guards that must be eliminated the save the hostage. Once the bandits are all dead, the hostage will run to the waiting coach and jump inside, leaving one of the gang to drive and the others to provide armed guard on the journey back to the farm.

Along the way, the party will be ambushed several more times by bandits on horseback, as well as shooters in the undergrowth, but these are finite, and do not respawn, so there's no major rush to simply dash past. Eventually, the hostage will exclaim that they're 'Home at last', only to discover the farm is completely overrun with even more bandits.

The sheer numbers of the gang make charging headlong towards the farmhouse risky at best - a better option is to wait at the crest of the hill and pick off as many enemies as you can with rifles and Dead Eye before heading down with the wagon to take down the last few stragglers, along with a handful more bandits on horseback that attack through the far gates when you arrive at the farmhouse.

In the closing cinematic, Farmer MacGuffin cannot offer you much but his thanks, and that your names will become legend around New Austin. It's not much, but it'll do.

Trivia

 * Farmer MacGuffin's surname is a term used in most fictional writing for an item that serves to other purpose than to further the story - in this case, the daughter being the reason for the wholesale slaughter that follows.
 * Considering the massive damage caused to the Fort, as well as the presence of Walton's Gang, it could assumed that this mission takes place after John Marston's attack on Bill Williamson's gang during the final stages of the New Austin Chapter.
 * When reaching the final part of this mission at Ridgewood Farm, one of the bandits rides in on a War Horse, the rarest horse in the game which used to be only available in singleplayer through a limited edition offer. (Confirmation?)