One of the small side missions in Red Dead Redemption 2 is the search for a harmonica. This is one of Sadie Adler's assignments.
Geographically, the desired object is in the hut near the station Flatneck. Arthur will have to go inside and find the closet. Inside it will be a harmonica.
Sadie's assignment comes automatically, as soon as the mission "New questions about women's rights" in the third Chapter is completed. This is one of the five tasks that Arthur must complete in order to receive the "Errand Boy" trophy. And you need to find the harmonica before the end of the fourth Chapter.