Here is a list of all the animals that have to be killed (courtesy of http://reddead.wikia.com/wiki/Unnatural_Selection
Armadillo - You can find these in the Frontier and in Mexico.
Bear - You can find these in the Tall Trees area in the North.
Beaver - These are in the Tall Trees area in the North.
Bighorn Sheep - You can find this in the mountains in the Frontier and Mexico, and in the Tall Trees area in the North.
Boar - You can find these in Pike's Basin and the Tall Trees area.
Bobcat - You can find these in Mexico and the Tall Trees area.
Buffalo - As you first enter the Great Plains from Thieves' Landing.
Cougar - In the mountains and hills on the Frontier and Mexico.
Coyote - On the Frontier and Mexico, listen for their whiny howls.
Crow - All three areas, listen for their caws.
Deer - All three areas
Duck - On the Great Plains near the edges where the water meets the land. And the South East area of Lake Don Julio
Eagle - Tall Trees and Nikoti Rock areas of the North.
Elk - Tall Trees area.
Fox - Near Riley's Charge on the Frontier and in the Tall Trees area in the North.
Hawk - The Frontier and Mexico.
Wild Horse - Any horse roaming any map that does not have a saddle on its back.
Owl - All three areas, only at night.
Rabbit - All three areas.
Raccoon - All three areas.
Seagull - Blackwater near the water.
Skunk - Around MacFarlane Ranch on the Frontier.
Snake - All three maps, listen for snake hissing or rattling while you are riding then check around on the ground.
Songbird - Near the towns on all three maps.
Vulture - All three areas, usually near death. I.e: Completed gang hideouts.
Wolf - All three areas, but in abundance in Mexico and the Tall Trees area