How do they make horses fall down in war movies?

Nowadays, horses are trained to fall safely. Almost all animal performances are under the close supervision of the Film and TV unit of the American Humane Association. Stunt horses can be trained to fall on command safely.

Some techniques used to ensure the horses safety:

• Each horse has its hoof in sponge rubber to soften kicks, and mouths are taped to prevent biting.
• To make the scene look more action packed, it is filmed at a very slow speed then at regular speed looks fast and furious.
• Other preparations include digging a hole to fill with soft loose dirt to cushion the horse.

Taken from http://www.quora.com/In-war-movies-how-do-they-make-horses-fall-down-during-a-battle-scene

Other effects (such as a horse breaking a leg in the movie Dreamer) are done with mechanical horses. Still other movies use digital effects, such as Lord of the Rings, which had large battles scenes that were completely computer generated. Horses and other animals are treated very well on movie sets.

Sadly, in the older films they actually do the inhumane things & use trip wires to make the animals fall. And there were cases when the animals were killed such as in a 1940 Jesse James movie where 8 horses were killed. ref: http://horsefame.tripod.com/stunts.htm