In free roam you occasionally will see a message pop up on screen letting you know that a rival posse has stolen a wagon/money bags a prison coach or something of the sort. When you see this message go and intercept said scenario, kill the rival members if you need to and most importantly steal the money bags or wagon and deliver them to the location on your map or destroy the wagon if that is what it tells you to do. Once the mission is complete all members of the posse will unlock the achievement.
If you so wish you can boost this with ONE other player. Have both players form a posse and have turns starting a free roam mission whereby you intercept a wagon and steal the money bags/wagon or any mission that offers kidnaps, mail bags, Wagon recovery or horse thefts. To do this have one person start the mission and go collect what they are told to and then simply have the person going for the achievement waiting nearby or following behind and have them swoop in and intercept the mission, it will get them to either destroy the wagon or deliver it; Note only do this after the message pops up saying "you can rival a posses mission" and pops up on the other players screen saying"A Rival posse can steal the wagon/horse etc"
The mission just east of Armadillo at MACFARLANE`S RANCH with Bonnie is ideal to boost this, or any mission that offers kidnaps, mail bags, Wagon recovery or horse thefts.
PLEASE NOTE: The mission with the canoes does not work for this achievement nor do the hunting missions.
Alternatively you can attain this achievement if you are targeted as an assassination and you escape, Thank you to Yurgi Windu in the comments for that information.