Coyotes can be found and hunted in Blaine County. If the protagonist approaches the coyote flees in the opposite direction. They can be run over along with shot and/or beaten to death. If you shoot a coyote in the leg, it can limit its mobility; only being able to walk instead of run.
Also, in the Hunting minigame the player can sometimes be challenged to kill a coyote with a shotgun, however it is not obligatory.
Coyotes mostly travel in packs and are mostly found in desert regions such as Sandy Shores, although they can be found in other areas of the map.
A Coyote will always run across the Senora Freeway towards the Davis Quartz Quarry, when travelling north under the Senora Way bridge that crosses the freeway. It generally runs across when very near it, so if the player is travelling at high speed, they be oblivious to it, and hit it.
Some online walkthroughs indicate that coyotes are dangerous and may attack the protagonist likes cougars do, but coyotes tend to run away instead when encountered.
Coyotes were also featured in Rockstar San Diego's game Red Dead Redemption. These coyotes also travel in packs were mostly passive, but would often attack the player unlike the coyotes featured in the game. They also share the same sound files.