While the guide made by RealBlazeStorm works, there is another way, and that is using the outfitter.
Using the outfitter counts as "escaping" for the game, so you really dont need to ride into the sunset to evade the lawmen. I tried two locations this way, and both worked.
In Chuparosa, go to the building that is the jail (it's in the north of town, near the walls). Go to the third floor, and start shooting at people until you get the public enemy status. Since the only way of reaching the third floor is using said stairs, you only need to keep a watch there. If other players (not NPCs) try to use dynamite to kill you, either stay still (since the explosion barely reaches the third floor) or go out to the balcony (that way you wont get hurt, but you will be exposed). Once the ten minutes pass up, go into the outfitter.
You can also go to Cochinay and kill the livestock, and when the Mexican Army pops up, kill them (yeah, it's glitchy). If the soldiers stop appearing, kill more livestock (I recommend you to kill one animal at a time, since the animals take their time to respawn). Once you turn into a public enemy (also, you can't see your wanted level since, well, glitches) just fall back and stay behind the browning gun, or go into the outfitter.