When leaving tied up and secured horses alone for a long time they despawn. I've also found it that leads break as well if left alone for a long time.
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Tamed and there was only one horse tied to the fence post. The time I left it was approximately 40mins.
Definitely a bug... I can't confirm yet as my horse and donkey are tied on oposite ends of my pen and I'm working fairly close to them so I haven't seen this issue.
Confirmed in both Vanilla Survival and Vanilla Multiplayer Survival. Distance seems to be the problem-- Occasionally horses despawn as would normal hostile night-time mobs would if you got far enough away.
Started with 20 horses, and every 30 minutes I lost one until after 2 hours, the remaining 8 disappeared all at once returning from my server's /spawn.
Leads also break with logging out on Multiplayer.
"as wild ones can despawn naturally "
<Dinnerbone> Frymaster, in vanilla they should never despawn
While at one point in the snapshots this was the case, it has been confirmed by the devs that even untamed horses shouldn't despawn
edit: Also, confirming I have also had horses despawning
just to further comment on this, there is a known bug where leads will break. But some horses that have been confirmed to disappear were fenced in, not tied
edit: Rocco, can you confirm your server is vanilla? /spawn shouldn't do anything on vanilla
I've had a horse despawn a few times and can certainly confirm that leads break for no apparent reason.
Tested on both vanilla and non-vanilla servers; problem exists in both. TP commands seem to be related to this issue, though they are not the sole cause.
Can confirm that the leashes them selves can break during teleporting even when there's no player interaction with the leash itself (i.e. the horse is already leashed to a fence post). This issue is apparent not just to horses. Iron Golems leashed to fence posts also had there leashs break on me during TP.
world: Unmodded minecraft in 1.6.1 SSP (with cheats enabled).

Is this still a concern in the current Minecraft version? If so, please update the affected versions in order to best aid Mojang ensuring bugs are still valid in the latest releases/pre-releases.
yes it is still present in 1.6.2, this is how I lost my horse. it was not encased in a fenced area but instead attached to a single fence with a lead. A while later the horse is no longer there, as well as no lead.
Just tried 1.6.2 and the leads still break.
I lost a tamed armoured horse in 1.6.2, secured to fence, just vanished.
Leads breaking is a duplicate of MC-14826.
@banana478 While that may be true, this is about horse despawning when left alone. I do not think the lead did have any part in it, the horse just disappeared.
Try to name it with a name tag next time
(one of) My named tamed Horse despawned after the last update while I was away working on my created NPC village. It was in a large pen with 3 other Horses. I was about 140-150 blocks away and in the same chunk usually but I may have left it since the village sits at the edge of the chunk where my Home is. I am not sure when it vanished just that it did at some point between trips, I noticed when I made a trip back I found the pen had only three horses and it was missing one of the named ones. Very frustrating.
I can confirm both despawning and lead breaking has happened at least once each time on the SMP server I attend (incraftion.com).
I was riding an iron-armored and saddled horse, and a server-side reset script kicked in, which made me temporarily disconnect from the server. When I returned, the horse and all of its equipment were gone. I searched around the area but no trace of the horse or equipment were found.
On another occasion, I was at one of my bases where about a dozen horses, donkeys, and pack mules were tied, and found that all of the leads had "popped" off and were lying on the ground near the post they were attached. All of the animals were wandering around as a result (that was the clue that told me something was amiss).
Version of server/client 13w36b
I can confirm this bug still exists. One of my baby donkeys despawned when I went for some wheat to feed it. Also one my mature, named donkey with saddle and chest full of stacks of stone just vanished.
A.) are these tamed horses or wild ones as wild ones can despawn naturally while tamed ones would make this a bug.
B.) Do you have multiple horses/mobs leashed to the same location. they have the possibility ofd pushing eachother far enough to break the leads (leads don't have infinite strength) thus your leashed horse is now wandering elsewhere.