@Zalanthe
You could try teaching them to paint
Horses are prey animals. In the wild, they are dinner for big cats. A horse’s biggest fear is that lions and tigers are going to grab them by the legs, or jump on their backs and start chewin…
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You could get them a projector and play tv for them on the side of their barn at night.
and there are about a thousand different things you can do with the snoot press button, such as let them turn on and off their stable lights or call you on your cell phone:
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stainless steel mirrors are good too as they don't shatter if your horse kicks them or rubs on them:
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So far as physical puzzle toys, you want things that can recombine into lots of new puzzles, because horses will either A) solve the puzzle and then repeatedly complete it without much further entertainment, or B) get frustrated by it and stop playing with it.
Traffic cones are okay as you can combine them together in novel ways:
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I'd recommend heading over to "The Library" which is my section of the data and research blog on the forum and taking a look at some of the various horse studies involving equine cognition and maybe consider gamifying the size discrimination task or the shape matching task.
If you happen to be very well off you can buy one of the special resistive touch screen TVs (Don't use the normal capacitive ones as they get horse slober on them and stop working.) and program all sorts of games into that.
Touch-screen computers could remove the risk of human influence in research on equine decision-making and actions.
thehorse.com
Just remember to be patient with your horse and make sure they are having fun with whatever it is they are doing. It's like being a DM for D&D, you don't want to give your horse a challenge they can't solve, and if they are having trouble make it easier for them until they get started on solving basic things and then work up to bigger challenges. Also keep in mind that horses have a cycle of about 45 minutes of eating followed by 45 minutes of resting / standing guard / playing, so don't make them play games when they are hungry.