My horse absolutely hates being alone. His entire life, he's had someone with him. For six years he lived with a mare named Leah, and now he lives with a mare named Rachel and a colt named Tobey at the stable I board at. If the barn owners bring in Rachel and Tobey, Solomon, my boy, freaks out. He will not be in his pen by himself. He tried to break out to catch up with them and got electrified six times before he tried to jump the fence, which he did and thank god he didn't get hurt! It took is a long time to get him used to being alone. I'd sit out there with him in the pen, just so he'd calm down, but as soon as I left, he'd start pacing and calling out.
We've finally got him used to being alone but it wasn't easy.
Not all horses are this difficult though. :) My mom had a horse who lived with others whens he was a foal and when she moved her she could care less about being alone, even when there wasn't another horse in sight or sound, she was fine.