There are multiple versions of this joke. This is just one of them:
Warmblood: Light bulb? What light bulb?
Any foal: The sun is shining, the day is young, we've got our whole lives ahead of us and you're inside worrying about a stupid burned-out light bulb?
Thoroughbred: Just one. And he'll rewire the barn while he's at it.
Shetland pony: I can't reach the stupid lamp.
Morgan: Oh, oh, me, me! Pleeeze let me change the light bulb!!
Quarter Horse: Let him do it, you can pet me while he's busy.
Trakhener: Light bulb? Light bulb? That thing I just ate was a light bulb?
Akhal-Teke: Zero! AT's aren't afraid of the dark!
Holsteiner: How DARE that light bulb burn out!! How DARE you ask me to change it!! OH!! (Flouncing off)
Appaloosa: No, don't change it. If it's dark, maybe no one will see me raiding the feed room.
Arab: That's what we pay the help for. I'll just chew on his shirttail while he's at it.
Connemara: We'll just be after havin' a nip of the Bushmill's, we will, and then we'll not be noticin' the light.
Andalusian: Let the maid do it. I need to go roll in the mud.
Clydesdale: Och, and ye'll just be usin' up the 'lectricity, ye' will, better tae use a wee bit of candle...better yet tae not waste either and just gae tae sleep when the sun gaes doon. Electiricity is verra dear.
National Show Horse (fidgeting all the while): Lights? Lights? Where? Do you want me to pose? This is my good side...no, wait, let me get my mane straight...no wait, this angle is all wrong. No, wait, maybe this is my good side. Do you want dramatic..or bold..or maybe sensitive...?
Shire: (Yawn) Who cares?
Cob: Just wait till I've finished my haynet before you even consider asking me to do anything. Can't you see I'm busy?
Contributed by Ruth
Tennessee Walker: (Hiccup) You're doing it all wrong (hiccup)! You have to use all four feet!
Contributed by Sandy
Paso Fino: Se senior. Some colored ones would be mucho better!