Let’s say it’s the Old West (say 1880, because why not), and you’re traveling from Here to There via train. I assume boarding your horse Here was a trivial matter: keep him in your own barn and have a friend/family member look after him, or pay a fee for boarding while you’re out of town. But what about while you were There – could you rent a horse the way you rent a car today? Did you have to buy one and then sell it when you left? Or could you bring horses from Here to There via train in those days, in the same way that horse trailers (for trucks) are a thing today?
When did vehicle insurance become a thing? Before the automobile, could you ensure your wagon against falling off of a cliff, or being set upon by brigands, or whatever?
Despite what we see in Westerns, I don’t think that much of the population traveled by horseback ever. If you were in another town, you could probably walk from the station to where your business or lodgings were located. If not, you could hire a (horse drawn) cab with a driver. If you really wanted to strike out on your own, the latest craze in the 1880s was the bicycle. And if you were a cowboy, horses were available for rent at the nearest stable.
Some poking around tells me that the first auto insurance liability policy was written in 1897, so that concept must have existed earlier for wagons. Those paid off for accidents, though. Horses were valuable commodities, so insurance against horse theft existed (which was apparently abused by owners making fraudulent claims). But from early days, most communities, starting in the eastern states and spreading west, formed Horse Companies, a band of local men who worked like volunteer fire companies when they heard of a horse being stolen. I can’t say nothing like it ever existed, but I’m sure it was rare - and probably went out of business soon.
Railroads protected themselves with armed guards for shipments. The Railway Mail Service was so trusted that people shipped gold through the mail. Each of the clerks carried a .38 revolver.
But I’m not seeing insurance of wagons or goods mentioned. I’m guessing that people going west by wagon couldn’t afford to pay for insurance in the first place. The coverage would have to be a giant percentage of the value of the goods. And how would the agents protect against false claims? Your wagon was stolen somewhere west of Laramie? Prove it. And how much would goods be worth after a trip to the coast? Wealthy people traveled by ship; the insurance companies looked down on anyone traveling by wagon.
A livery stable that rented horses was a continuing plot point in Deadwood. It was a necessary component of the town’s economy to handle the visitors from all those stagecoaches and trains.