My 9 month old paint colt Midas likes to occasionally steal things. He likes to put his mouth on things, and if I leave him unsupervised he'll take things like buckets, brushes, crops and lead ropes to play with. Occasionally the other colt -not mine, affectionately known as the '****** baby'- will wander over like "Hey, what's that? Can I play?" And Midas will promptly smack him with the crop/rope/whatever he has taken. It's not an accident either, if the other baby tries to run Midas just chases after him shaking his new-found weapon.
Speaking of that, his sire -who belongs to my father- is the one he seems to have picked up the thieving from. Amigo will steal /anything/. He'll steal phones, wallets, shoes, lead ropes, halters, brushes. And of course, once he has snuck this object away from you he promptly takes off galloping like a maniac hoisting his new found prize high in the air. (And good luck getting it back/finding it again xD)
Years ago I had an arab mare that would occasionally jump the fence and then go lay in the road. I'd be awoken to the screeching of brakes, lots of yelling and a neighbor angrily pounding on the door to tell me 'that crazy horse was sleeping in the road again'. She did it a couple times, never figured out why.
I also had an old appy mare who every few days would break out of the pasture -be it unlocking the gate, jumping the fence or simply plowing /through/ the fence.- She'd wander around all night, grazing in a neighbor's pasture or yard. Every morning with out fail she'd come back home, climb onto the patio and wait. If I didn't wake up early enough for her liking she'd set about destroying everything on the patio.
I'd come outside to find chairs dumped over, tables flipped, dog houses thrown on the ground, bags of dog food torn off the shelves and ripped open all over the ground and a very fat, satisfied appaloosa mare waiting by the door for me with a look of "Well, It certainly took you long enough to wake up."
That's all I can think of as far as 'crazy things'. xD