There are Illicit businesses all over the state in Red Dead Redemption 2, these are locations which are ripe for the picking and can give you a nice little bit of cash and other items.
Valentine
This illicit business can be found in the back of the doctors. If you go around the back and find a heavy metal door. When you approach said door, you should be able to press Y/Triangle to knock, you will be instantly told to go away.
When this happens, head into the doctors and raise your weapon at the doctor behind the counter, you will have the option to tell him to let you into the back room, at which point he complies and says that he doesn’t think this is a very good idea.
When inside there are some gang members there who will start shooting. Dispose of these as you will and loot the premises. There is a safe on the back wall half way up which you can attach some dynamite too and blow up.
Needless to say by this point the law is going to be after you. I went out the front door so not sure if you can blow the back door open and escape that way. Give it a try, can’t harm after all the ruckus you’ve just caused!
Strawberry
The illicit business in Strawberry is under the general store. To initiate this, simply look through the window under the stairs that lead up to the general store. Once you’ve had a nose, head into the general store and raise your weapon at the owner and ask him to show you the basement. He will reluctantly take you down there. Once down you can interrogate about money down there, he pleads there isn’t any money and it’s just moonshine for personal consumption.
Keep pushing him, he will crack and tell you where it is. I being the sick SoB I am killed him once he told me.
Once done, loot the store or go. Took a while for the lawmen to show up so you could probably get out sharpish and no one would know it was you.
These are the only 2 that I have currently found. I am looking for more as I have opened Annesburg and Rhodes, so will keep checking those and add to this guide when I find them.
If you manage to find any, please let us know in the comments and we can check them out and get this updated.