I have both JC2 & RDR,
RDR depending on whether MP or SP you can use Transport points (teleports basically) to points or waypoints you set to places on the map, but other travel is your Trusty Horse, or Stagecoach, Train, Wagon, carriage. Almost anything rideable (minus the model T's) are useable by your character you can sometimes take, or steal them and use them to travel, the map is fully accessible, sure some routes are blocked via terrain, but you can choose to travel over land, or routes (trails, roads) The speed you travel is related to your horse, fast horse fast travel, slow horse slow travel, but also you can't wear out a horse he has stamina. Basically the ways of the wildwest, I have to say It works, it is the most realiastic thing I've seen (I have Call of Juarez, Lead & Gold and this by far is better)
JC2, sure the modes of travel are faster, and modern, but it gets old playing by oneself, I think the mere plus is you can share the fun with other people if you want too RDR is better, (my opinion) much more replay in RDR