I finished the story part of Undead Nightmare last night, and god damn, what an excellent expansion. I highly, highly recommend it to anyone who enjoyed the main game.
I didn't play Red Dead for about 4 months before trying out the DLC, but it immediately sucked me back into that world. There was way more gameplay variety than I was expecting, and I actually had a "Fuck, yes!" moment after the last cinematic finished and I regained control of the character. Now I just need to find me a chupacabra and a unicorn and I'm all set.