Talk to them. While you're with him, and while you approach him. Eventually he will begin to recognize your voice and come when he hears you.
I've done it with a bunch of pigs and sheep. And the calf. The donkeys, yeah...not so much....they're still grumpy as ever and won't come to me lol!
I find it depends on so many factors: the horse, their turnout situation, their herd, etc. I can only get Coralie to come to me when she is truly bored by everything else. This was even true when I gave her a treat every time, but I have stopped hand-feeding her as we work on her spooky behavior. (Don't want a mouthy and a spooky horse.)
1. start with a short distance, no distractions, a way to enforce it, and a big reward. For example: in a dry-lot pen, on a 12' rope, with bunch of carrot pieces that are inaccessible to the horse unless you give them (like in a closed container on the other side of the fence, not on your person).
2. decide on a 'call'. It should be the exact same every time, and be able to be shouted some distance. Mine is a lot like a traditional cow call, "Come BOSS!", only the Boss part is my horse's name.
3. work on it like any training lesson -- do a few repetitions every day, and always quit while you're ahead. Make sure to set it up so that your horse has every chance of being successful the first time and every time thereafter.
4. IMPORTANT: only increase the difficulty of ONE parameter at any one lesson. Distance OR distraction, never both, and always incrementally, and always under your control. You are laying a pattern down. As my dog training mentor used to say, don't ever ask your dog to do anything you won't bet a hundred bucks he'll do.
I would be very slow to take off the training wheels (the rope, which will fetch him in if he disobeys). And, I would have a good reward every single time he comes to you, and only when he comes to you. Don't cheapen those rewards by handing them out for looking adorable. And don't call him in and then saddle him up and make him work. Call him in and almost all of the time just treat him and turn him loose again.
^It seems people can often understand to rattle or bang a bucket, tap the can, if you're feeding a cat... but they still don't get how to teach a horse to come. Looking at the name of the thread, I just thought 'Make it worth his while'. But Avna's step by step is the 'how to'.