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Like many large animals lying down can put too much pressure on their heart and lungs so they don't do it often. In cold weather they will lay down to keep their legs warmer or will go completely flat in the sunshine to soak up the warmth and reduce the impact of the wind.
One local horse owner kept getting called out by people driving by. Their older horse would often lay down in the sun or to rest and people thought he was dead so they would call the sheriff's department. The non-emergency number got so many calls about it they had a note for the dispatchers saying that the horse had been checked on and was OK. Some years later when the horse did die, the owners put up a sign for all the people that had been concerned enough to ask for welfare checks on him.
Here are a couple of my very pregnant broodmares just taking it easy in the sun:
or make some kind of noise to check on some of mine! 
a facility like this for my horses.
Those are some comfy horses. 
She never farts.
We poof. 
