LMAO, actually i have seen something like that before, live!
It was a mini-shetland pony that had to be raised by bottle since the mother had died and the fellow foals/mares in the herd hadnt accepted the little one.
He was "imprinted" on humans as his "mother", basically acting more like a dog then a horse. They had him on a leash, he was following the owner everywhere. From afar youd have thought it was a kind of strange looking dog.
While im pretty sure the pony was ok with his life, from an ethological point of view its a pretty sad story.