From my personal experience, ive found a great way to get weight on a horse is Alfalfa pellets. When we would get a skinny horse on the ranch, we would feed hay (Alfalfa and an Oat/Mix hay) to get weight on the belly, but, ive found, to get weight to show on the back/topline of the horse, alfalfa pellets rock. We would give about one heaping feed scoop (we had the normal big metal scoopers) and in a month you could see a difference.
Also, im not sure if you mentioned it in your post or not, but make sure they are wormed =) to rule out that pests are making them skinny.
Stuff like Senior feed and feed with high percentages of protien also do the trick, but from my experience, make them high as a kite to handle and ride. But then again, at that time, i was dealing with horses that lived in 12 x 24 stalls, not in a pasture. When they are pastured they seem to get their steam off in other ways =)
This was just my personal experience with putting weight on horses, and i figured it could give you an option =) this has worked for me when i needed to put weight on horses. Be sure not to over-feed!