SPOILER
It is funny how the letter is in pitiful shape at the end and that as both Mannix and Warren are dying that he decides to let Mannix read it. Then you have that kind of touching scene where Mannix reads the letter outloud. I agree with the poster above that the letter was real and he only said it was fake so everyone wouldn't want to read it. He also sort of knew that all the people there were crooks since he knew Millie and knew she wouldn't leave her place to a Mexican man. I mean, the crooks might have tried to kill him and steal the letter to sell it if they thought it was real.
I say it wasn't real
First, I think Mannix was absolutely correct in his reasoning - Warren killed innocent Union soldiers during his escape; he wouldn't be on Lincoln's list of pen-pals. Whatever his faults, Mannix seemed to be a good judge of truth vs. lies.
Second, Warren and Mannix were dying together, and cinema has a long-honored tradition of truth between the dying.
nahh B - 'twas fake news
shareDoesn't Mannix say a detail was very creative and Warren says thanks which means it was fake?
shareOf course not, that was the point, and Marquis even confessed it was fake to manipulate his way into the stagecoach.
The irony is that it’s a beautiful letter and sounds quite profound when Mannix, who knows full well it’s fake, reads it as they die.
Tarantino has always had an appreciation of performance - the lie that tells the truth.