Hello, hkauf. It's a film entitled "Histoires Extraordinaires" (or "Spirits of the dead" in English). As you wrote, it contains three segments. The segment you wrote about (with horse) is directed by Roger Vadim and stars Jane Fonda. The second segment is directed by Louis Malle and the last (and best) - by Federico Fellini. I agree this is a very arty and poetic film, though Vadim's segment was pretty bad.