The cross necklace, called the "Obscuridad del Santo Andres," is a special item given by a nun to the main character in "Red Dead Redemption." This is a random event that can take place in any town or city on the map and which only happens if certain conditions are met. The cross necklace -- a kind of rosary -- grants a defence bonus of 20 per cent.
Increase your Honor rank to "Hero." This is the highest Honor level in the game. The Honor system in "Red Dead Redemption" is designed to keep track of and weigh the moral implications of your actions. Doing honourable things like helping strangers, rescuing ransoms, capturing bounties, defending stagecoaches and cooperating with law officers will increase your Honor rank. Generally, play the "good guy." Particularly, avoid trying to bribe law officers and killing innocents. These lead to the greatest decrease in Honor.
Increase your Fame rank to "Legend." The fastest way to increase Fame is to disarm your opponents during duels without killing them. Generally, sparing an opponent will increase Fame. This includes bounty hunting, in which you often have the choice to disarm a bounty and capture him alive. Complete all main story missions available and take as many bounty hunting missions as possible. Avoid dishonourable ways of increasing Fame such as robbing stagecoaches, robbing banks and killing law officers. Although they rapidly increase Fame, they also lower Honor.
Donate money to nuns when you see them. Nun encounters happen randomly, but your chances of encountering one increase with your Honor level. They are found almost exclusively in towns. When you see one, approach and speak with her. When the option of donating is presented, do so. There is no set number of times this must happen before you will be given the cross necklace.
Explore towns and cities once you have achieved maximum Honor and Fame. Eventually, a random event will occur in which a nun will approach you, commend you for your honourable ways and give you the Obscuridad del Santo Andres. Because this is a random event, it is not guaranteed to happen at any specific time or place once you have achieved maximum Honor and Fame. However, if you stay near towns and cities once this is done, you are likely to be approached by the nun.