YOU NEED RED DEAD RADIO!!
This does not replace the actual soundtrack.
This is an addon for Red Dead Radio containing the entirety of Radio New Vegas (Mr. New Vegas is not included, sorry).
1. Setup Red Dead Radio
2. You drag and drop “Red Dead Radio” into the game directory
Press Q + R to use. (You can only use this on Horses unless you open “Red_Dead_Radio.ini” and set “media_player_true” value to “True”)