Yes. You can create a password protected private lobby that eliminates all players from your game except the ones you invite. All roles and missions can be accomplished. You can not, however, participate in server “events” and other community activities without leaving the private lobby. Not a huge loss in my book. Made the game much more pleasant to play in a private lobby.
The game actually rewards players for killing other players. It’s part of the daily challenges and a bunch of other things. People might snipe you but it is only part of a mission they’re attempting to accomplish. That’s not a big deal. However, when players snipe you and then you kill them again and again, they get really pissed. They could just leave, having accomplished their mission goal, but they keep coming back to exact revenge. Still not horrible if you’re skilled at killing other players and it’s what you want to do, but if you just want to be left alone so you can buy a new coat… yeah. Sucks.
The worst is that players have been able to hack the game and can actually track you when you log in, and teleport to that spot as well and take you out before you can even move. That was the last straw for me and is why I created a private lobby. I could have also hacked the game to track them in turn, and then it would be up to whoever had the fastest internet and rig, but I’m not playing Red Dead to grief other players. I don’t get my jollies that way. Engaging in pissing contests on the Internet is so pointless anyway. No real consequences. I’m here to play the game, and it is a wonderful game!
Google “red dead online private lobby”. You can thank me later. :)