I've run into my fair share of bugs in this game. Had a mission where it wanted me to mount my horse and ride back to town...except the game wouldn't let me mount my horse, the option just never appeared, so I had to shoot my horse, fail the mission, and continue from checkpoint to finish it up.
I also was FORCED to kill the the 1st of the "primary" targets (Bill being the 2nd one) of the main game quest, the game gives you the option to hogtie and capture (which the government guys wanted, they wanted him alive) and after I hogtied him, the game wouldn't let me pick him up, forcing me to put a bullet in his skull.
Its a lot of fun, but has way too many game breaking bugs at times.
Also, killing cougars with a knife is IMPOSSIBLE!!!!!!! Someone mentioned you have to do it with Bears too, gawd, guess I'm never gonna get that 100% or level 10 challenge completion outfit.