If you go into a stable you can teleport the horse to you, or if you upgrade the horse post thing in camp (~$300) you can recall it there at any time.
Also, the stage coach and train stations are basically fast travel stations that you have to pay for.
As a side note, I found out today that a short press up on the D-pad is to call your horse to you, and a long press/whistle tells your horse to follow you. So if you get on another horse/wagon you can tell your horse to follow. You can take advantage of this to carry two carcasses at once.
This reddit post has a ton of tips which I didn't know about