Free choice hay and a feed with a high percentage in fat, with needed minerals and vitamins introduced slowly of course. My horse is on Triple Crown Senior (he's only 10) because he is a hard keeper and he is doing really well on it.
1) Get the vet out to do a check, especially the teeth. There is NO way to go around this, especially with a rescued horse. Also have the vet do a fecal egg test for any worms in his poo.
2) Get him on a high fat/fiber diet. I recommend rice bran, beet pulp, and alfalfa a pellets if needed. Make sure you introduce the feed very slowly. You can kill a malnourished horse introducing a diet to an him/her fast. Also, have free choice grass hay, and plenty of room to move around, don't lock him in a stall, unless it is for quarantine reasons.
To add, I think you should feed this horse separately till they get on their feet, like bring them in to eat their meals, if you have other horses.
But I second getting a fecal examine done and teeth floated. But get some weight on the horse first.. there can be bad effects when a horse is tranquilized underweight (assuming this horse isn't a perfect angel for the floating procedure)
Have the vet check his potassium levels and liver enzymes, too. Sometimes a skinny horse is a sick horse, not an underfed horse. If your horse's potassium levels are high, avoid high potassium feeds and hays at all costs.