In Red Dead Redemption 2’s online mode you may receive notifications that a rival posse has started a free roam mission and you’re invited to prevent it. Often times, these revolve around destroying a stagecoach caravan that the rival posse is trying to deliver somewhere. Your goal then is to destroy the stagecoach caravan from this rival gang.
You could shoot it a thousand times and it still wouldn’t get destroyed, nor will the horses take any damage.
So how do you destroy stagecoaches?: steal the stagecoach and drive it off a cliff (a 5 meter drop will suffice).
Don’t bother with shooting at it. Doing so may look like it’s visually getting damaged and some wood comes flying off, but it will never get destroyed that way. Just drive it off a cliff.
If you prevent a rival posse’s mission this way, you also earn the “All’s Fair” trophy or achievement. Later on once you’ve unlocked Dynamite, you can also throw Dynamite at the cart to destroy it.