The standard work on the subject is E C Cawte, Ritual Animal Disguise (Cambridge: D S Brewer for the Folklore Society, 1978). There is also Violet Alford, The Hobby Horse and Other Animal Masks (London: Merlin Press, 1978); which, though interesting, belongs more to the romantic 'pagan origins' school and should be treated with caution. The Old Horse was mainly a midwinter custom, though in Cheshire it became attached to the Souling tradition. The Antrobus example is particularly well-known, and Peter Kennedy made a short film of it in 1956.

The Folk Play site also provides links to other material available on the internet, and Steve Gardham's background notes at the Yorkshire Garland site are a pretty good introduction. The custom occurred in a band from North Yorkshire down through Derbyshire, Nottinghamshire and Cheshire into North Wales; there are some examples from Gower at Mick Tems' website: Gower Animal Head Customs. Note that the Welsh Mari Llwyd (also a mast-horse made with a skull), has a quite different set of customs associated with it.

The Richmond (Yorkshire) version was printed in Dixon-Bell, Ancient Poems, Ballads and Songs of the Peasantry of England (1857; available at various websites) and forms of the song appeared quite widely on broadsides. Examples at Bodleian Library Broadside Ballads:

Poor Old Horse

This led to the song turning up in oral currency in parts of the country where the associated custom was unknown. For a list of examples, see number 513 in the Roud Folk Song Index.