Mine always have except when out hunting. They tended to join the group or run back to trailers. But when riding locally; I had an appy dump me miles from home where he had never been. He galloped down a 45 mph highway until he got to a familiar farm and went up the driveway and went home. JUMPING the chicken coops all the way since I'd closed all the gates on our way out. It's hunt country and he knew the area but I had never jumped him out there or over those coops. He was a former foxhunter but.....I got a car ride home and was there before he got home. Got a call from my neighbor that my appy was schooling himself over her coops and was tacked up and was that ok with me?!!!? She reported his location to me and he was heading for home. Came about 5 miles cross country and easily a dozen coops.....GOOOD BOY!!! Honestly, horses DO have some problem solving skills. Just ask my mares that unlock doors!!
mine always seems to know the way "home". We can trailer out to a loop trail, one that she has never been to before, and as soon as we start heading the direction back to the trailer - she picks up the pace.