For this achievement:
U.S. Marshals have a 20% chance to spawn every 30-40 minutes (real-time) after having killed 20 law officers on your active bounty. Every law officer kill after that increases their chance of spawning by 5%. You must be in the wilderness for them to come after you.
The Hungarian Half-Bred can be found only in Mexico. Try looking near Mesa de la Luna, as you have to find one there for the Stranger mission "Love Is the Opiate." Once you have broken the horse, buy the deed from a general store and use it so you can always call it to you.
To successfully escape the marshals for this achievement, you have 3 options:
1. Kill the Marshals (they are good shots, be careful)
2. Escape from them, anywhere works
3. Get into Mexico (they have no jurisdiction and won't pursue)
Just get your law officer kills and ride through the wilderness, and eventually a message saying "U.S. Marshals have tracked you down" or something of the sort will appear. Sometimes the message will not appear, but if you see a group of 4 officers and your kills are over 20, they're probably marshals. Successfully pull off one of the options and bam, achievement!
Good luck! :)