If your horse looses a shoe when you are riding what should you do?

Dismount and go back.

If you are trail riding, its always handy to carry an Easyboot; then you can put it on and continue riding.

Make sure all nails, etc.. are out of the hoof.

Save the shoe if you have it for the farrier.

If you have a very tender-footed horse, and are on rocky terrain, you can try making a "wrap" around the hoof with a bandana and clothing or several layers of Duct Tape to minimize damage on the way back. Make sure its on tight.