Set in both Mexico and the Wild West during the American Civil War, Wanted Dead or Alive combines third- and first-person action along with stealth gameplay. Players take on the role of Reverend Devlin, a one-eyed gravedigger whose violent past has come back to haunt him. He sets off in search of his old gang, the Los Gauchos, who have stolen his stash of gold. Players will guide Devlin on horseback, as he shoots his way through ghost towns, abandoned mines, and the mountain woods of Colorado. Devlin's enemies can be taken down by trampling them with his horse, stealth assassination (using his cross bow or Apache knife), or by using an arsenal of firearms including Winchester rifles, dual revolvers, double-barreled shotguns, and dynamite.