A good rule of thumb for whether or not to use a comma between adjectives is: don't, except in cases where the conjunction "and" would make sense. Thus "I have a little white dog" but "I have a big, fat dog."
What's really at stake is which word the first adjective is modifying -- the adjective or the noun that follows. In most cases, a comma isn't necessarily right or wrong, but it changes the meaning of the phrase:
"I have a black leather wallet." (black leather) (wallet) I have a wallet made out of black leather.
"I have a black, leather wallet." (black wallet, leather wallet) I have a wallet. This wallet happens to be made of leather, and is colored black.
In the case of Red Dead Redemption, "red" describes "dead" as written. That sorta makes sense -- you know you're dead when you're red dead, as this redemption is.
I think Red, Dead Redemption might have had more impact. Now we've got a redemption that's both red AND dead.
I also would have accepted Red-Dead Redemption, Red/Dead Redemption, and Redhead Redemption.