The themes of Red Dead Redemption are ones that I can't help but love. It's about the end of an era, what is just, and what is morally right. It's about sacrifice and consequence. Ultimately it's a tragedy about redemption.
The story beings with a train taking John Marston, the games protagonist, into the wild and yet untamed lands of America. Marston is a criminal, living his life as an uneducated man on the wrong side of the law. Having walked away from it all to raise a family he's now thrust back into it all by government agents to catch the leader of his former gang. The story that unfolds is John Marston's redemption and the consequences of a life already lived.
This whole breakdown will only be worth reading if you've played the game. To retell the story would take away the discovery the game offers. So do yourself a favour, play the game. For everyone else, here's is why this story worked for me.