A friend and student was riding her three year old gaited gelding alone in the arroyos when they suddenly came upon a shiny helium balloon (from the grocery store!) just hovering about head high in the middle of their path! Obviously it had floated away from someone and its "lift" had diminished until it had found its way into the desert. It had a bug-eyed, startling face painted on it and was metallic and crinkley. Her horse was beside himself, but listened to her and she was finally able to calm him and even get a hold of the balloon and bring it home - where she tied it at various spots for her other horses to get accustomed to the sight of it. After hearing about the encounter, I began buying a weird balloon now and then at Albertson's and tying it to fences where my horses were turned out. It was the inspiration for the Dharmahorse Confidence Clinic balloon mazes.
Another student told me about a trail ride where she found a couple of nice plastic pots on the road, tied them at the cantle of her saddle and was riding home with them just fine until they picked up a trot...........