If you take a barrel of TNT from the Badlands mine and put it on the north end of the old abandoned house's chimney. The explosion will open up a hole in the ground with unlimited ammunition.

To get there, get out of Dodge City. Make your way to the Badlands (use your map for directions) and head into the field that has several horses and buffalo. The house and the mine with the TNT will be right next to you.