In the Badlands, near the Hecht Ranch you should see a herd of buffalo. Near the buffalo is a dilapidated house. Behind the house are two mesa like land features. In one of them there is an opening into a mine on one of the cliffs. Go into the mine. When you walk into the mine, the path will split. Go right. Pick up a dynamite barrel behind the mine carts. Take the barrel back to the house. Go to the back of the house and set the barrel down next to the chimney. Back up and shoot the barrel. Near the chimney a hole should have been blown into the ground. If you jump into the hole, you will collect every ammo type you need.