If you're a fan of South Park, then you'll know what the mutant creature monster found in Red Dead Redemption 2 refers to.
To find it, you first need to travel to the eastern border of New Hanover.
Once there, stop at the house across from the Van Horn trading post. Inside the house, you will see a mutant creature chained to the wall. It has the body of a human, the head of the pig, and arms of the bear.
This is a slightly darker reference to Manbearpig from South Park's episode 6 of season 10, in which Al Gore tries to warn children about this monster, which is an allegory for a global warming.