Completing challenges in Dead Rails provides bonds as well as Sheriff Star points and one of the more confusing objectives is to complete the game without any player using the Train. This is called Pony Express, and upon successful completion, it rewards you with 30 Bonds and 9 Stars. Here are some tips and tricks to do this.
How to Complete the Pony Express Challenge in Dead Rails
First and foremost, it’s best to team up with a few trusted players or friends because strategy is the main thing here. If anyone tries to sabotage the mission by driving the train, the challenge will end immediately.
Let’s start with choosing the right class.

Cowboy is the top recommendation—almost essential—since it comes with a built-in horse and a Revolver with its ammo. This saves you the hassle of tracking a horse in the wild and taming it as well as finding a weapon. However, protect your horse at all costs—losing it or getting it killed means spending extra time finding a replacement. This class costs 50 Bonds so you have to play a lot before you can access it.
The most unskippable part of this challenge is having a horse. It helps you escape enemies, move between outposts faster, and even conduct small raids for extra resources. Without one, you’ll be at a major disadvantage.

High Roller is another solid choice (Cost: 50 Bonds). The extra cash you earn can go toward armor, which could be a lifesaver in dangerous situations. You need all the defense and protection you can get because this will be a time-consuming challenge which needs great coordination between teammates.

Vampire (75 Bonds) can be a good choice as well because it provides increased movement speed and melee damage. By default it comes with a Vampire Knife which has a lifesteal property.
However, you have to deal with an extra layer of challenge since Vampire takes damage in direct sunlight. Be prepared to constantly shield yourself from the sun—holding objects for cover or using snake oil to counteract sun damage can work. But if you want a less challenging run, one of the two classes mentioned above can work better.
Watch out for the weather. If you’re caught in the rain before reaching an outpost, a lightning rod or shelter can prevent your character’s death.
As you ride the horse, it takes roughly 5-6 minutes to reach an outpost if you ride continuously, but you’ll need to stop for resources in between, so the whole journey may take a couple of hours or more. Make sure to quickly get to safe zones to gear up for the next phase.
All in all, the Dead Rails Pony Express challenge requires you to have good weapon skills, a lot of ammo, money, and a trusty horse. It’s best to not do it alone, although it could be possible. Even with a team, it’s going to be tough but with patience and dedication, you will be able to do it.