This thread lists everything you need (and then some) http://www.horseforum.com/viewtopic.php?t=310
I did a simple google search and came across this
Key Items for Your First-Aid Kit
# Antibacterial soap. Many veterinarians recommend Betadine, Chlorhexidine scrub or Hibiclens to clean minor wounds. The soap should not be left in the wound, so have some saline around to flush the wound before wrapping.
# Antibiotic ointment. After a wound is cleaned and dried with a sterile sponge or gauze, you should apply an antibiotic ointment (e.g. triple antibiotic, neosporin or bacitracin) to decrease the chance of infection.
# Sterile gauze sponges and pads. Have a variety of sizes on hand for covering the minor cuts or wound.
# Two to four disposable diapers or wrapped sanitary napkins. These items are effective as absorbent pressure pads when trying to stop bleeding.
# Bandages. Include an Ace bandage, a 2½ - inch gauze bandage roll, as well as several equine leg bandages, which are available in most tack stores.
# Adhesive tape, 1-inch and 2-inch rolls. These will keep pads and bandages in place.
# Two to four quilted or padded wraps. The wraps should be placed under bandages for added absorption.
# Household scissors and/or knife. These can be used for cutting clothes, straps or ropes that your horse may be tangled in during an emergency.
# Tweezers. These can be used to remove splinters, thistles or other fragments that might be lodged in your horse's skin. Do not pick at wounds aggressively as this can deepen foreign bodies and elicit a dangerous reaction from the horse. The vet will remove foreign material, usually with the horse under sedation.
# Ice bags or a chemical ice pack. These can be used to prevent or reduce swelling from blunt trauma (e.g. a knee that hit the fence), reduce bleeding or swelling at the edge of a fresh wound. Other applications of ice include shrinking hives, treating head injuries contracted while loading or swollen injection sites. In the case of heat prostration, one can actually douse the horse with ice water from a large bucket.
# Rubbing alcohol. Use this to disinfect your thermometer after and before you use it.
# Veterinary or human rectal thermometer. Keep this to take your horse's temperature and know whether or not he has a fever before you call your veterinarian. This bit of information will help steer your vet in the right direction before he or she visits your horse. Digital thermometers are less likely to create worry about glass breakage and are very accurate. They come with a nice plastic container.
# Lubricant. Include a tube of K-Y Jelly or another water-based lubricating product to help grease the thermometer before insertion into the rectum.
# Stethoscope. This will help you monitor your horse's heart and lungs before the vet arrives. You must have proper training on this device if it is to be useful. The heart rate can be taken on the facial artery located across the angle of the jaw. It helps to have a watch with a second hand.