Just as some people prefer to dunk their cookies in their milk before they eat them, some horses aren't content with the standard ready-to-eat fare. The most creative among them will concoct their own soggy ration from the ingredients you provide. They'll take a mouthful of feed, walk to the water bucket, slurp, slosh and swallow some of the gruel and then deposit the rest in the liquid. Hay generally makes the best soup (and the biggest mess for the person who cleans buckets), but some horses prefer their pellets or sweetfeed in liquified form.
Often a physical ailment has prompted this equine chef's culinary efforts. By wetting his hay before he eats it, he reduces the forage's scratchiness, making it more like grass again - the better to slide down a sore or inflamed throat. Soaking the hay also douses excess dust, which may bother a horse with heaves or other respiratory distress. Grain soup may result when horses with dental problems take mid-meal drinks to ease swallowing of the partially chewed grain.
Before you banish water from the stall during meals, check out the message the horse may be trying to send you. Perhaps the hay you're feeding is of such stemmy coarseness that the dunker wouldn't be able to swallow it without the extra wetting. Perhaps he is easing an oral or respiratory problem, and if you remove the water without correcting the condition, he'll be worse off.
Even if you correct the physical causes for a dunking habit, the confirmed chef may continue his water-soaked meals. Try serving him predampened hay and daily mashes, and the water bucket may stay clean from meal to meal. But don't bet on it; the child in all of us gets a kick out of creative food play.
Condensed from the EQUUS Reference Guide, Understanding Equine Behavior.