In this guide, you will find out the location of the Virginia possum in Red Dead Redemption 2.
Map with exact location
While you may encounter a Virginia possum in a random location, there is one location that I find reliable is Riggs Station, near the Dakota River. It is located south of Valentine, and only seconds away from one of the trapper traps.
You can hunt possum day or night. If you suddenly do not find him at the station, leave and come back here after a while.