User blog comment:Spawny0908/Rockstar Announces Fan Appreciation Red Dead DLC (and it's FREE!!!)/@comment-68.33.215.161-20110613134826/@comment-1265875-20110614161138

R* has been unequivocal in their replies to this announcement on their site that there will be no Zombie Free Roam and no Trains in Multiplayer.

And I'll even go one better and mention that they said that these ideas aren't even in the running for consideration, nor will they ever be.