Red Dead Redemption 2 has a massive map, and you spend the majority of your time playing simply riding around heading to the next blip on the map, but fast travel is available after you complete the necessary steps.
Fast travel is not immediately available, and it is not made clear how you unlock until you have actually unlocked it, which can make it slightly confusing.
In fact, you will need to complete a number of missions and earn a significant amount of money before the fast travel feature is possible.
Once completing the introductory phase of the game and reaching the first camp at Horseshoe Overlook, you will need to complete a mission for Strauss called 'Money Lending and Other Sins'.
Once this mission is complete, you will unlock a ledger next to the camp money box, behind Dutch's tent.
Enter the ledger, and scroll to the page with camp upgrades. You will first need to upgrades Dutch's tent (First things first), which will then allow you to purchase the next upgrade to Arthur's Wagon, buying a map. This map is what will allow you to fast travel.
In total you will need $545 to complete purchase the upgrades ($225 for Dutch's tent, $320 for Arthur's).
The map will then be placed next to Arthur's bed, you simply need to approach it and select the location you wish to travel to.
If you haven't advanced far enough in the story, or don't yet have the money to buy the camp upgrades, there are some alternative fast travel options.
You can visit train stations (which double as post offices) to buy train tickets, which will allow you to pick exact locations on the map and travel to them.
Similarly you can also you Stage Coaches, which are often found nearby the train stations in towns, which act like Taxi's from Grand Theft Auto.
Finally, there is also an 'Auto Ride' feature, so if you aren't near camp or a town, you can still ease the chore of travelling long distances somewhat. Simply use the cinematic feature (hold touch pad on PS4) while holding the run button, and release the run button when cinematic has been activated.
While doing this, your horse will automatically follow the road, or head to a waypoint on the map, however, you will still want to keep an eye on the game for ambushes or other random events.