Horses are fed hay in trailers without incident all the time, but there is a slight chance that a horse could choke.  There are a few things you can do to reduce the risk.  Tying the horse so that it is able to get his head down and chew in a more natural swallowing position is one idea. It may seem very convenient when the trailer has a built-in feed bunk, but it can be very uncomfortable for the horse if he cannot step back from the bunk and lower his head. Hay bags work better because the horse can take a bite and then drop his head to chew.  Wetting the hay before putting it in the trailer not only reduces the dustiness in the trailer but also provides moister bites.  Because horses do not particularly like drinking in the trailer, moistening whatever they are eating may ease its passage down the esophagus.  Feeding the same hay the horse is getting at home may be wise if the horse has a tendency to gorge when offered something that is different or more palatable.