"No animals were harmed" is a standard message displayed at the end of movies, and in Hollywood movies is awarded by the American Humane Association. It means exactly what it says. In the early days of Hollywood, safety procedures were pretty lax, even when concerning actors. It would be a bit of a bore to find someone who looked enough like your leading lady at short notice. But unless you need your Wild West hero to do some show jumping, there are a dozen bargain-bin nags which you could afford to risk damaging with trip-wires. It was very common for animals to get injured, and no great loss to anyone if they did.