I had a particularly spooky (and violently spooky!) pony on a daily Vit B/Magnesium supplement that seemed to help him out. I don't know if it helps all horses though. I've also tried Smart Calm, B-Kalm, and other different tryptophan supplements. Some horses really respond to tryptophan, some don't. I think Quietex is one of the more effective pastes out there. However, it's illegal at most shows (valerian root) and kind of pricey ($8 a tube). I know a lot of people who swear by Perfect prep, but I haven't tried it.
You may just have to get a few tubes with different active ingredients and see what works best with your horse. What works for one horse may not work for every horse. Don't forget that if you show most show governing organizations have a prohibited substances list.