Run to the 'J' on the map and you'll be told that your son has gone after a grizzly bear! Grab your horse and ride up following the yellow marker until you reach the area with your son and the bear that's not too impressed.
Like before, the easiest way to take this bad-boy down is by using a really high-powered hunting-rifle and good use of Dead Eye to plant a high velocity bullet right between its eyes. If your first shot doesn't do the trick - and if your aim is true, it should be - then run around it and line it up for a second slow-mo shot.
Once it's dead, grab your son and ride home together to finish the last of the story missions with your son.