To steal an oil wagon for John in Red Dead Redemption 2 go to the Cornwall Oil Refinery.

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Go to the Cornwall oil refinery to steal an oil wagon for John in Red Dead Redemption 2

Sneak up to the clear stretch of fence at the back of the Cornwall oil refinery and climb over.

Climb over the fence at the back of to the Cornwall oil refinery to steal an oil wagon for John in Red Dead Redemption 2

Wait for any nearby guards to leave then climb on the oil wagon and drive it straight out of the Cornwall oil refinery. Be sure to drive away until you are no longer wanted, then make your way to the objective marker.

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