There are many Legendary Animals in Red Dead Redemption 2. One of them is the legendary Wolf. You can find it near Cotorra Springs. The place is right above Fort Wallace.
The wolf moves within the area marked on the screen below. In this area you can look for traces of it. You can possibly find the fox right away, without looking for its traces. If this happens, the wolf will attack you right away. So, before you go into these areas, pull out your weapons.
What weapon to hunt the wolf with?
It is worth going after the wolf with heavy, fast weapons. The shotgun will be ideal.
Rifle - you can shoot from a long distance from the rifle, but you have to make a few precise shots. The best way to do this is to use Dead Eye, mark your opponent and shoot a few accurate shots.
Shotgun - you have to get close to the wolf and kill it with one shot.
Double-barreled shotgun - if you want to use this weapon, the procedure is identical to a shotgun. Move closer to your opponent and aim at his head.
How does the fight with the wolf look like?
The wolf will attack you if you approach it. You have to be constantly prepared for the encounter. Its opponent is also much faster than you. It would be a bad idea to run away, and even more so on horseback. If you jump on a horse, the wolf can kill it.
So, before you go into these areas, save the game. If the wolf catches you and kills you, you will not be able to repeat the fight quickly. You will have to wait for the wolf to reappear in the lair. The same applies if a frightened animal escape.
What can I do with the wolf pelt?
If you go to the Trapper you can create:
Legendary Cougar & Wolf Vest - you need a cougar and wolf skins and 42 dollars,
Legendary Wolf Batwing Chaps - cougar, goat and wolf skins and 34 dollars.