I have spawned horses from eggs in creative mode. The horses are inside a 10 x 12 pen of double-height wood fence rails. The horses are not tied up with rope and they can be wild or tamed. While playing the game, in both creative and survival mode, when I have moved away from the pen about 150 blocks, then return, the horses can and do despawn. If the horses are wearing armor, they do not despawn. This makes breeding horses a bit of a problem (as in nearly impossible). This is happening without my logging out and back in to the game.