This mission only appears if you've already completed Bonnie's 'The Burning' mission (so if you haven't done it already, go do it now)!
Once you're ready, make your way to the marshal's office again (via horse or campsite warping) and you'll run into Bonnie's dad.
Saddle up with the Marshal and his cohorts (who are carrying the hostage Deek as a bargaining tool). Ride with them out to Tumbleweed. When you reach the entrance, you'll need to have your wits about you as it's actually an ambush!
Get into some cover immediately and use your short range weapons on the nearby enemies for now. Shoot the bandit off the church roof and then switch to your rifle as you head into the middle of the derelict town.
You should notice Bonnie hanging from a rope just up in the distance; of course it's not a free ride up there to save here. There are quite a few ready and waiting enemies to watch out for, so dodge from cover to cover killing them as they appear.
Once the cut-scene showing Bonnie now actually strangling, you need to speed things up, so you have two choices here: 1). You can use Dead Eye to aim at the rope and shoot it, dropping Bonnie to the ground safely or 2). Run up there and get close enough to manually cut her down.
We recommend trying the first option from cover, so if you miss, you can still chance it by running up to her and freeing her that way. As soon as she's freed, a cut-scene will play out and the mission will end.