I'm sure that I have seen horse trailer/RV type combo things.. but I can't remember where. (in an RV magazine, I think) They were Uber fancy and probably cost as much as a house.
A living quarters trailer or an RV capable of pulling a bp trailer might be more reasonable.
There are quite a few models available. They are quite expensive and are more commonly seen in Europe than in the US. This site is European, although similar businesses are found here, too. You can often find reasonable used ones (reasonable being relative), but remember, you are buying a motor too. So, if you buy a lemon...it is a BIG lemon.
Slightly off track, but this is hysterical! It was one or 2 pics behind the horse one...
The first one actually looked very much like the "toy haulers" we have here in the US for ATV's etc. But yeah-pretty pricey and limiting. You take your horses in your all-in-one RV-can you still park at Walmart and shop? Lol
You want to go sightseeing or something you take the whole crew? Sounds pretty impractical to me.