I have traveled both ways, with hay to snack on and without. When I went on the trail ride with my BO on saturday, she said they never trailer with hay bags because the horses can die easily of choking. She told me a detailed story about how she had a horse a long time ago, or knew someone that did, I can't remember lol, that was eating on a trip and then started coughing up blood and choking and the vet said it was eating while traveling and nervous. So what we did was load, and then after our ride let them picnic if you will in and eat the hay from the bags. I didn't like this because I didn't like my horse eating RIGHT AFTER a couple hour long trail ride. He was fine though. My horse likes it better to travel with food obviously, but didn't get upset traveling without either. Comments??