OP- If they get sick or something, they either get better pretty quickly, or die.
They can sometimes get chips in their hooves that actually hurt and make them limp... but they get better, or get eaten... but when somethings chasing you, usually you can still run. Lol.
I do believe that some wild breeds are tougher then some domestics, but that's just the breed. Like the wild ponies (i can't remember their breed right now, URGH!) but they are tough little buggers, arabians arent that tough.... but it has a lot to do with where they live.
If there are no horses in heaven... im not going.