I don't train my horses with plastic bags—not because they might spook the horse, but because I simply see no point in it. In spite of that, in all my years of riding and driving I have never had a horse come undone by a flapping plastic bag. A friend of mine once had a young horse she was trying to train. One day she tied a plastic bag to his halter & put him on the longe line. The bag filled with air right there next to his face & scared the living daylights out of him. He ran and ran and ran until he could run no more, and only then did he finally stop. Now what was the point of that? It taught him nothing—it just scared him badly. The fact that he was afraid of that air filled bag flapping alongside his face didn't make him dangerous to ride. I know that, because I rode him for awhile.
Wow! I doubt that I would tie a plastic bag on their head, either. I agree, what is the point?
He might have learned that in all of his running, he didn't get hurt by the bag, but it depends on the particular horse as to whether they can process that way. Some can't, some can. However, I have had horses react to plastic bags at shows. Particularly, ones that cover speakers on rainy, windy days. We lost a class once with a big horse, because it flapped hard just as he went by on the rail and he jumped sideways. It was just enough of a tie-breaker the judge needed. A little duct tape around the bag would have helped with that, but oh well. We put treats in plastic at home, and even our Arab/DHH filly comes "running" towards us when she hears the bag! That helps a lot.
The plastic bag we use for training is a big, clear recycling bag. We don't tie it on them, just put it on their back, neck and head, rub it on their legs and belly, and if it falls off in the process, they watch it fall and we pick it up like nothing happened. We don't spend a lot of time with each of the "toys", just enough to keep them interested in training, and develop trust. I find that especially the minis need to have variety in the training process. If I just longe for a week teaching gaits, they are bored to death. So we alternate with "toys", or I might lead the horse in a halter while pulling something on the ground in the other hand so they get used to the noise dragging behind them. We might pull the cart around along side them, and even bump them in the side with the shafts, being careful not to bump their heels with the wheel. We give treats on the cart, while teaching them that they CAN'T EAT THE CART!
Generally, we work with "English" type breeds, so we are used to horses "blowing smoke". If they see something that they think is weird, we "make" them "stick their nose on it", until it becomes a "non-issue". I find it harder to work with a stoic horse that doesn't show you they are afraid until it is too late. That is why we keep "pushing" to find different toys that they might react to, because I would rather teach them to "spook in place" as John Lyons calls it, than to find out that they were really "tolerating" all the stuff and blow up when they can't take it anymore. Major wreck. It's not about making your horse bombproof, but more about teaching them how to deal with it safely. Even you and I jump at noisy, scary stuff, but we have learned not to run away like a schoolgirl. If you can find information on Police Horse training, they use some AWESOME stuff to train their horses.
My son was riding our 20 yr. old Pinto Arab last night. He is a total babysitter. Kyle's "new" saddle that we got for his birthday came in green bubblewrap, so he wanted to lay it out in the arena. Spider walked over it like there was nothing there. Yup, "psycho" (as some people call Arabs) Polish/Crabbet Arab cross, carriage driving champion, great kid's horse.