I fed my trainer's "ex-stallion" warmblood, Boo, a peanut butter cup when I was tacking him up. He wanted another one and wouldn't leave me alone about it.
...Obviously I eat very "healthy" around my horses while I'm working!
My friend has a pony that likes fried chicken... They had KFC for lunch at a horse show, and he snatched it right out of her hand and swallowed a bite of it - good thing it was boneless!