You find her in the first chapter of the game, Dutch's gang is on the run from the law after a botched bank robbery in the town of Blackwater which forces them to leave behind all the "Blackwater money". They find themselves up in the mountains seeking shelter from a blizzard, Arthur, Dutch and the camp's most unlikeable member, Micah, set out to find supplies and come across a house/farm, outside the farm they find a corpse in a wagon and then realize the house is occupied by a rival gang led by Colm O'Driscoll, aptly named "the O'Driscolls". After a short gunfight Dutch, Arthur and Micah search around the property and they find Sadie in total distress and traumatized, Micah stupidly sets her house on fire so she has no choice but join Dutch's gang, as they're leaving Sadie reveals the corpse in the wagon was her husband.
Throughout the game she starts opening up more to the people in the gang and mostly bonds with the camp girls, Arthur, Abigal Marston and her son Jack, she also reveals herself to be a very capable gunfighter but also still deeply traumatized and hellbent on revenge. The gang hits a string of bad luck as multiple members die and their robberies start becoming less successful which makes Dutch slowly start to lose his mind. Things go from bad to worse in a botched bank robbery which results in the arrest of John Marston and Dutch, Arthur and the gang's most capable fighters have to forcely depart the mainland, during this time Sadie shortly acts as a leader and saves the rest of the gang from the Pinkertons before they can arrest them.
After Dutch and the rest of the gang return, Arthur is diagnosed with TB which he got from beating up a sick man to collect a debt earlier in the game, Sadie and him grow closer since the two of them are "more ghosts than people" at that point, the two plot and break John out of prison much to Dutch's disapproval who is growing crazier by the day now that Micah is acting as his confidant. Not so long after this Colm O'Driscoll is arrested and hung, this gives Sadie the opportunity to track down what's left of the O'Driscolls, she asks Arthur for his help in taking them down but he makes her promise that she will save the Marston family when "the time comes", she promises and they both set out to kill the rest of the gang that ruined her life.
They find the O'Driscolls holed up in a ranch, Sadie goes scorched earth on them, brutally murdering most of them, including a man who's heavily implied to have raped her in the first chapter, Arthur and her have a heart to heart in one of the game's most touching scenes and she admits she has turned into a "monster" but at least she can still hold on to the pure memories of her husband. With her revenge enacted Sadie still sticks around with what's left of the gang to make sure she keeps her promise to Arthur, she, John, and two gang members, the native Charles and the old drunk "Uncle" stick closely together as tensions rise in camp.
The time does come and in one final train robbery the rest of the gang completely fall apart after, John is shot and presumed dead by Arthur after Dutch says he couldn't save him and Abigail is captured by the Pinkertons, Dutch refuses to rescue her, shocked and appalled by his leader and mentor's actions Arthur has one of the camp girls take Jack to a secluded spot where they will wait for Sadie to arrive after they rescue Abigail, with Sadie helping him the two not only manage to save her but it's also revealed to them that Micah has been an informant for the Pinkertons for some time.
With Abigail safe Arthur says his goodbyes to her and Sadie and rides out to face Dutch and Micah at camp, Arthur reveals to Dutch Micah was an informant while this is happening John shows up wounded but alive and reveals Dutch left him for dead, an intense standoff ensues and the gang's matriarch is shot and killed by Micah, just as it seems that Dutch, Micah and the rest of the gang are about to kill Arthur and John the pinkertons raid the camp giving them the opportunity to escape, Arthur ends up sacrificing himself so that John may live the life Arthur always wished for them both.
8 years later John, Abigail and Jack are going by fake names and return to the states after having no luck in Yukon, trying to settle down the family find settlement and work at a ranch but one day John is ambushed on the road after someone recognizes him, news spread of the gunslinger's return and Sadie contacts John via telegram, Abigail seperates from John due to him still being a knucklehead but he keeps working at the ranch to earn money to be able to buy a ranch of his own. He finally decides to visit Sadie after taking out a loan to buy land and the two start working together as bounty hunters, they reminisce about the old days and even meet up with Charles and Uncle who survived the gang's downfall, John finally builds a ranch with the help of Charles and Uncle. Abigail and Jack return shortly after John writes to them seeking forgiveness for his past behaviour, things are going well until Sadie informs John that Micah is alive and leading his own gang near the region, despite Abigail's pleads John, Sadie and Charles set out to find and kill Micah as payback for everything that happened to the gang however Sadie and Charles end up badly wounded but survive, John meets Micah again and much to his surprise Dutch as well who had also been seeking Micah, the two kill Micah and Dutch parts ways with John without saying a word, John finds the Blackwater money which Micah had retrieved and manages to pay off his loan, he also legally marries Abigail and soon after Charles and Sadie part ways to seek their own happy ending. Unbeknownst to John, one of the pinkertons who is now working as head of the newly established Bureau manages to track him down after connecting the dots sorrounding Micah's death, this will lead into the events of the amazing first game which is much easier to watch as movie than RDR2.