All of you should be familiar with Treasure Hunter Challenges in Red Dead Redemption. You search the Treasure Maps and find all the treasure located within the lands of Read Dead. Well, in the newest DLC, Undead Nightmare, there's 5 more treasures you need to find to complete the Treasure Hunter Challenge. These won't give you money, but they will give you some ammunition, and perhaps even Undead Treasure Hunter - Legendary (which is max rank).
This video from Achievement Hunter will show you the exact locations of all 5 treasure chests in Red Dead Redemption: Undead Nightmare on the Xbox 360. It should be the same for the Playstation 3, though.
Oh, and in case you didn't know, you can know get the Undead Nightmare Pack on disc, along with Liars and Cheats & Legends and Killers, in what is called the Undead Nightmare Collection, in stores starting November 23rd.