John Marston tries to kill himself by going after Bill Williamson at the start of the game. It's never worded as suicidal, but John says he was "doing something stupid" by going after him.
Yes, in the sidemission “Eva in Peril†John Marston walks up on Mario Alcalde beating his wife Eva. Mario eventually kills Eva, offscreen, at the end of the mission.
In the side quest “Love is the Opiateâ€, the railroad worker Zhou is seen abusing opium. Also, Professor Harold MacDougal abuses coicane in the missions that he is featured in.
A side character is shown to be addicted to cocaine and even offers the player character some. Another character, seen in a side mission, is addicted to opium.
Horses are easy to kill throughout the game, accidentally or on purpose, as they are the main mode of transportation for everyone and it's hard not to shoot them. Marston's horses are frequently killed by falling from heights or by animals.
There are several instances of hangings, and Bonnie is seen to be gasping for breath once cut free from her noose. Another woman says "I felt like I'd never breathe again".
Bonnie MacFarlane is hanged during one of the first missions of the game, but you can save her. There are also npc encounters where you need to save one of their family members from being hanged, and a mission with the Marshall where there's a hanged corpse in a barn.
In the mission “A Frenchman, a Welshman, and an Irishman†John Marston walks in on French and Welsh torturing Irish by attempting to drown him. Also, in the mission “Hanging Bonnie MacFarlane†Bonnie MacFarlane is tortured by the bandits who kidnapped her. And in “Captain DeSanta's Downfall†Captain DeSanta is tortured by the rebels for his betrayal of John Marston and his treatment of the people of Mexico.
In a side mission a married man is speaking to a prostitute, and the character can either encourage the man to cheat on his wife or convince him not to.
It is heavily implied that the town of Tumbleweed is haunted, and various ghost voices can be heard in the main manor. There is also a disembodied dog barking throughout the town.
in the Mexican Caesar mission, Allende vomits at the end of the cutscene and it's completely out of nowhere. You hear him wretch in the background and then it cuts to him puking. It's graphic but kind of funny...
SPOILER: Near the end of the game, the main villain is injured and chased to the edge of a cliff. When confronted, he gives one final speech and hurls himself off the cliff edge, whereupon he dies.
*there are absolutely no named black characters in the entire game, but lynching is mentioned.* Many characters of color who are not black are also killed onscreen such as Nastas, De Santa (deservedly but nonetheless), unnamed Mexican men in a cutscene and in army sequences, Javier Escuella (player choice, though notably he is killed/taken before the white man he is being chased after with), and near hundreds of Dutch's gang which are mostly Native men.
There are many side characters who offhandedly spout racist sentiments and one of these characters is in the opening cutscene of the game. Professor Macdougal explicitly says racist things in every cutscene and part of the game he is in, and must be helped by the player. Agent Ross also expresses racist ideas (he is killable as the player). Jack, John Marston's son who you take control of at the end of the game, says a racial slur in one scene.
MAJOR SPOILERS AHEAD
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At the end of the main story, the main character, John Marston, is betrayed by the FBI agent he worked for, Edgar Ross, who sends an army battalion to kill Marston in his own home. After desperately fighting to protect his family, he gives them time to escape before facing the army head-on and being brutally murdered by a barrage of bullets. In the epilogue three years later, Marston's wife, Abigail, has passed away, and his son, Jack, takes on an outlaw lifestyle and avenges Marston, making his (and Arthur Morgan's from RDR2) efforts to prevent such a life for Jack futile.
A very early form of a plane is invented in a side mission, and if one continues through the mission they see the planes maiden voyage, where it flies off a cliff and crashes.
Given the nature of the game, there is a lot of blood and gore. Shootouts with enemies, hunting, and even potentially disturbing scenes in missions produce this.