* The Strange Man could be interpreted to be God. A literal example of this is the Mexican nun, who says God sent Marston to her. A non-literal example can be inferred from the Strange Man's dialogue after Marston damns him: "... and I've been damned by countless people..." as a reference to the phrase "god damn it". This also seems to fit with his thorough knowledge of John and his non-reaction to being shot.
* The Strange Man wears a slick, black suit and mustache which are more common descriptions of the Devil. Not only that, but the entire time he is judging your morality, which is more a trait of the Devil. Also, "god damn it" does not mean "to damn god". The Devil was damned to hell by God and when something goes wrong, people generally blame or damn him.
* You can't do this mission after you've finished the game. The NPC can't be found anymore.
* The Strange Man is standing in the exact spot that John Marston is buried at later in the game.
* The Man has also been interpreted as a personification of John's own conscience or of his father.
* Since the name of the game is Redemption and and the man doesn't appear to Jack, atleast as a stranger mission, he might be some part of John. However the man can be seen by John's grave by Jack. Which means that most likely he is not.