If you are interested in crossing borders with horses, be prepared to spend a lot of time with different government agencies, have your horses in quarantaine, checked by veterinarians etc. For all your questions, equipment needs and more, check out the Long Riders’ Guild, which has specialised in long-distance horse riding for many years and has a wealth of experience.
For some personal accounts of riding a horse through Central Asia, check out the following people.
Jonny Bealby wrote a very honest book about how difficult such an undertaking can be.
Tim Cope spent 3 years with his horses from Mongolia to Hungary. His experiences have been made into a documentary and he has written a book about the expedition.
The long horse ride is a 4-year long charity ride from the Beijing Olympics to the London Olympics. Their blog tells about their adventures and lists some experiences they had crossing borders with their horses.
2 Australians are launching a 6-month horse riding trek in Kyrgyzstan. They have done some good research which might be of use.
A set of 3 Hungarians led by Benze Istvan went from Hungary to Kazakhstan in traditional costume to remind people of the common ancestry of Magyars and Kazakhs. It took them 3 months, changing horses on the borders.