He's British, Of Course is a multi-part side quest found in Red Dead Redemption 2. Your goal is to help an employee of a travelling circus by finding missing animals.
Starting the mission
The quest giver is called Margaret. The circus caravan is located north-west from Saint Denis and west from Bluewater Marsh. The picture above shows the exact location where you can start this quest. Your first objective is to find the zebra.
Finding the zebra
The zebra is a little bit to the west from Emerald Ranch. It turns out that the zebra is really a mule. Get off your horse and start moving slowly towards the "zebra". Remember to keep pressing the button to calm the animal down. After that, you can mount your horse and run towards the circus caravan. The mule will follow Arthur.
Finding the tiger
Go to Caliga Way near Rhodes. There, you have to meet with Sally. Activate the Eagle Eye and start following the tracks left by the lion-dog. You reach the half-eaten corpse of the animal.
Lure the cougar to the wagon. Carry the dog's corpse and place it inside the cage. Hide behind the fallen tree. Wait for the cougar - the animal will get inside the cage. Sneak near the wagon and close the cage's door. Arthur and Sally can go back to the circus caravan.
Finding the lion
Go to Emerald Ranch. The escaped lion is supposed to be here. Go to the barn - two men are holding the door. Go inside the building and move to its back. The lion escapes from the barn.
Go outside and examine the farmer's corpse. Arthur determines that he is about to face a real lion. The short investigation (you can follow the blood trails) takes you to the stable presented in the picture above.
Enter the stable - the game will play a short cut-scene. Kill the lion before it gets Arthur. Use the Dead Eye to shoot a few bullets at the animal's head. You can get a trophy from the lion.
Go back to the circus caravan and speak with Margaret. You receive an Emerald - you can sell it to, i.e. a fencer for $50.