If it's got a name and it's not a wild horse, then reset it like this:
- open cheat console (shift, ctrl, c)
- type in: resetSim firstname surname
- hit enter
That should reset it and put it to safety
If it's a wild horse, then do the following:
- open cheat console (shift, ctrl, c)
- type in: move objects on
- go to build/buy mode
- click on the horse and move it to dry land (have your boat docked when you do this)
- open cheat console
- type in: move objects off
- open cheat console
- type in: testingcheatsenabled true
- shift-click on the horse and choose reset
- open cheat console
- type in: testingcheatsenabled false
That should work - let me know how it goes
