I would put a padlock on the gate, at the very least it should make it more difficult for someone to take the horses. My biggest concerns would be A) the gate not getting shut, because said person(s) was too drunk to remember, thus freeing the horses, B)them scaring the crap out of the horses, though it sounds like the horses have plenty of room to "hide" from the people, and C) them leaving broken beer bottles or other such hazardous things where the horses actually CAN get to them, and the horses then getting hurt because of that. First thing I would try to do is put up a hidden video camera. That way you can actually see if it is a person or the horses, then take further steps from there. That way you have proof in hand to show the cops, that you caught whoever it was on tape, and they can do all the legal stuff.