I posted a while back about skijoring, the wild sport where horses tow skiers. There are many variations (over obstacles, on a track, in the backyard). See this older post for some links to organizations.
I recently found this new, longer (four minute) video documenting the preparation for and running of a skijoring race in Switzerland. There's lots of fun footage and details of how the races are set up and how the horses are equipped. It can't be embedded, but you should check it out on YouTube.