So I tried to complete that challenge where you have shoot five flying birds from moving train. Oh boy it didn't go exactly as planned.
First time jumped to train from my horse, I climb on top of the train and wait for birds to show up. Train goes forward quite a bit and then comes a tunnel. I crouch, no problem. Soon I see some birds, manage to shoot two of them, but shooting alerts guards inside of the train. They come after me, I recon maybe I can find more birds soon and shoot some guards to keep myself alive. Lawmen start chasing me, but I found and shot one more bird. Finally they shoot me dead, I decide to give it another go.
So where is my horse? From map I see my saddle is next to that tunnel, I think maybe horse tried to follow me and got mangled by the train in the tunnel. I paid $150 for that horse, ouch.
So next time I hitch my horse, catch up stopped train in Valentine, it's night time. I wait some time, train doesn't start moving. I got some attention from local lawmen, but escape before it escalates, I'm still doing this challenge. When they stop looking, I decide it's time to put this train moving, I move up to front and start accelerating the train. It doesn't take long that I'm wanted again. Train doesn't keep moving if I'm not accelerating, so I alternate between accelerating and looking for birds. It's still night so birds are resting. Train continues to area next to Valentine, I'm still being chased, but train seems to be faster than their horses. Finally I notice pack of resting birds next to tracks, I shoot them to get them flying and then bam bam, challenge complete. I jump from the train, try to escape but lawmen gun me down.
So all in all I completed the challenge, I have now $150 + $50 in bounties and I lost $150 horse. No idea how I'm going to pay my bounties.