"The Smell of the Grease Paint" is an incredibly easy and short Stranger mission in Red Dead Redemption 2.
Miss Marjorie can be found in the Saloon of the Van Horn Trading Post, found in the eastern part of the map to the north of Saint Denis. The mission is not gated behind story progress and is available from Chapter 2 onward. The mission is also available during the Epilogue.
While in the Van Horn Trading Post saloon, Arthur can get acquainted with Miss Marjorie and her friend Bertram. Sadly, Bertram cannot control his temper too well and he tries to choke the saloon's bartender. Arthur steps in, and a few good hits make the huge man stop and apologize for his behavior. Just follow the button prompts at the bottom of the screen and Bertram will stop making trouble for himself and Miss Marjorie.
Bertram isn't the only man that's part of Miss Marjorie's act, as another one, called Magnifico, is causing her grief too. The magician has disappeared, and the woman asks Arthur for help in finding him again.
Magnifico is located not too far from the Van Horn Trading Post. He can be found at a camp located to the southwest of the trading post, a little to the north of the "W" in Bluewater Marsh on the map.
Once Arthur reaches the camp, the magician will make it clear that he didn't want to be found and disappear behind a curtain of colored smoke.
To find Magnifico, continue following the colored smoke for a while. He will disappear a few more times, but is easy to track down. After following him for a little while, you will reach some train tracks. There, Magnifico will get unwillingly reunited with Miss Marjorie and Bertram.
After a short discussion Magnifico will rejoin them and The Smell of the Grease Paint mission will be complete. One less for 100% completion!
While completing the mission's second part is enough to finish it, there is a third, optional part which allows Arthur to get a small reward. Once the troupe has been reunited, it's possible to watch their show at the Théâtre Râleur is Saint Denis.
After watching the show, speak with the ticket vendor outside the theater to receive a letter from Miss Marjorie and $40. It's not a big reward, that's for sure, but it's definitely better than nothing!