Hair loss in horses can be caused by numerous environmental or infectious factors. There is a good general article from the American Association of Equine Practitioners (AAEP) Web site that addresses some of these factors at: www.xcodesign.com/aaep/displayArticles.cfm?ID=159, written by Dr. Susan White.
This type of article can give you some ideas about what you might be dealing with but cannot replace an on-site diagnosis from your veterinarian.