Wolves are your best bet, there's a couple of good spots (generally in the area of where that icon appears either on the zoomed-out in game map, or on the map that came in the game box). Just kill the 3-4 wolves, and if they respawn in the same area they should come to you, usually get like 3-4 respawns before it kinda dries up. I think there's a spot northwest of Armadillo that has cougars as well as wolves, and a spot somewhere between Tumbleweed/Rathskellar with Wolves and Coyotes.
You can even just ride around on your horse, scaring animals and chasing them down. That's pretty much what I did, if I heard wolves I'd stop and kill them too and hope for respawns. It's also pretty easy to help out those people being chased, since that's a guaranteed 2 cougar/2 bear kill most of the time. Sometimes if you scare up a bunch of birds you can deadeye and kill off 7 or 8, then pluck all their feathers.
Just kill everything, skin everything, and sell it. You can look up what sells for more in Mexico/New Elizabeth/West Austin but for the most part the only thing you'll want to hold on to is Buffalo (to sell in Mexico) and/or Bears if you're strapped for cash at that point in the game.
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