Wow! I'm flattered that you
posted this-- I DO answer PM's!!

We have been portraying Union Cavalry (despite to Confederate uniforms you see in my picture posting) since 1986. DH, (now an atty, but was a history major), went to one, and announced that we'd get a herd of horses!
If your horses are trained to gunfire you could EASILY do reenactments. We live in Central Illinois. The group we belong to, The Cumberland Guard
http://www.cumberlandguard.us/
is out of Indianpolis, with over a thousand members from IL, IN, MI, OH, and even GA!! We've been to numerous national events. Even found my mare at the 145th Gettysburg 2 years ago. The further east you go, the more reenacting groups you will find.
(ask LauraM, from Virginia) Everybody has their own, home, unit and joins with the "Guard" for Guard events, and national events. Everybody has small events close to home. THAT is where you train a Cavalry horse. The action is small, and controllable. We have even taken a new horse, exposed him to the action on the ground for one day, then loaded up and trailered home.
Essentially we are living historians. Our smaller events do try to recreate battles and skirmishes, where we arrive on a Friday, have a morning Saturday/Sunday drill and an afternoon, Saturday/Sunday battle. The ONLY event where we experienced real numbers was the 135th Gettysburg, 1998. Union Reenactors galvanized, and we (Union) got to watch a full-sized "Pickett's Charge," with 15,000. The event had 23,000 Reenactors--the numbers haven't been equaled or exceeded since then.
Our horses accept infantry gunfire, artillery fire, and guns shot while mounted. We train like the US Cavalry did--using seasoned mounts paired with green mounts. IF your horse is a safe trail horse, he/she can be trained to our hobby. You look for them to become desensitized and more accepting of the noise and the crowds on the first day. If you see progress, they will work out. If they become MORE afraid, they will not.
"Sweet Cuppin' Cakes" (left) eating grass during his first battle, along with seasoned veteran, "Moon Eyes" (right.)
Cuppin' Cakes' first sword fight. DAAWWWW!!!