You can trace some original gaiteds back to the Spanish Jennets, that were left and became the base for many American horses in the old west. Some mustangs on occasion turn out to be gaited. There is a local woman that got a mustang from the BLM and she is gaited. The indians crossed some of their horses and this is how many believe that the Indian Shuffler in the appaloosas came to be.
Another point is that a lot of gait has been believed bred out of many breeds. Does anyone honestly think a cowboy would ride a pokey slow horse when tending to the herd? And then when speeding up he would post to a trot? There are still horses out west that do a form of gaiting to get the job done with comfort for the rider.
It has been bred out of paint and QH's, but that's fine. They are bred for a different purpose than the gaited, but when they do western pleasure and you see the horse doing that funky trot and lope that is so smooth it looks to me like they are trying to get the smoothness of a gait.
The original Rocky/Kentucky mountain horses were very short (pony size around 13 to 14.1 hands) in order to carry their riders up hilly mountains in treed areas. Their small stature could easily carry a rider under trees, and their sturdy build could easily carry adults long distances. They are easy keepers in general and will stay nice and sassy just off grass hay.
I am happy to see that after many started breeding the 16 hand horses that they are now back to breeding more for the 14 to 15 hand size to maintain the integrity of the breed.
If anyone else has more information about Rockies or any gaited breed I would love to hear it. It's fun to continue learning more about how different gaited breeds developed.