Whistling

Whistling is a new feature introduced in Red Dead Redemption, it ables you to be able to call your steed over to your player from any distance by pressing up on the D-PAD on your controller.Players are able to do this in both singleplayer and in certain multiplayer modes.

Trivia
If a Dog is near the player at the time the player whistles the dog will walk up to the player but nothing else can be done.