Usually the horses that will follow their owners/handlers like that have been worked with for quite sometime, and there is a huge amount of respect and trust in both parties. The horse has been worked with in a specific way, and he knows what the handler's body language means, so they can do all of that off lead work easily. I guarentee every horse you see that does that, has been worked with 5-7 days a week consistently, for months, and often years. It does not happen over night.
That said my mare will follow me around without my hand being on the lead, but that has taken almost a year to accomplish, and lots of groundwork exercises, as well.
"The ideal horseman has the courage of a lion, the patience of a saint, and the hands of a woman..."