I don't mean steal it, I just mean, do they ever put d.l.c. on a retail disc you can buy? For example, I really want the Undead Nightmare expansion for Red Dead Redemption, but given my slow internet connection it makes no sense for me to sign up for Xbox Live Gold. I know they have put things like Halo map packs on retail discs before, is this still an option, and where would I order them from?

With Halo it was different because they were added before the game came out (assuming you are talking about Halo 3 ODST). Red Dead Redemption came out before the Undead Nightmare DLC came out, so as far as I'm concerned you are going to have to download 'em via Xbox Live.