The horse I sold came with: the horse, his paperwork (vet, teeth, farrier, etc), his Arabian Horse Association paperwork, his halter and lead, and his adorable fleece blanket (it had snowflakes on it
When I bought Shamado he came with a GIANT folder! I got the horse, a halter, his Jockey Club papers, USEF horse ID certificate, ALL vet paperwork, worming info, dentist info and charts, his Arizona Department of Agriculture animal services division hauling certificate, massage paperwork and chiropractic papers, leg X-rays from 2002, and, of course, a bill of sale.
Echo, on the other hand, came with much less... I got the horse, his AHA paperwork and that's is. I had to bring my own halter to use to trailer him home.