We have four groups of horses pastured separately, each pasture with a run-in shed. For the most part, all the horses stay outside 24/7, blanketed as needed. This is a great way to keep horses; it's very healthy for them to be outside in the fresh air and moving around at will, plus they have all the social/psychological benefits of being part of a herd.
During particularly inclement weather, however, we have found that we need to manage these groups a little more, including bringing some of the horses in to stalls. Each run-in shed is plenty large enough for the number of horses (max:4) in each group, but none of the groups will use the sheds in such a manner that all individuals can be under cover at once. Each shed is configured a little differently, but I think one of the big factors is the number of entrances. Two of the sheds have two doors, and two of the sheds have a single opening. With a single opening, one horse can stand just inside or outside the door and block all the other horses out. With a double opening, one horse can only block one door, and so the other is still available.
Living on-site and observing the horses in different group configurations (our current herd structure seems to be the best we've ever had) and in the different pastures has been really interesting. In Rhio's group, which is four horses and a single-door run-in shed, any two of the horses can be in the shed with hay at any time, but if a 3rd horse is added to the shed, the lowest ranking of the three will immediately leave and stand in the alleyway or paddock. This pasture also has the poor luck to have the run-in shed facing east, where we get a lot of lake wind (read: icy cold), so standing in the alleyway or paddock provides no windbreak whatsoever. In this group, we often bring the two lowest ranking horses (Cricket & Tomas) into the barn overnight and feed hay to the two highest ranking horses (Rhio & Kaos) inside the shelter so they can stay out of the wind. This arrangement works really well and all the horses seem happy with it (although the humans are less happy when we have to clean stalls the next day, or go out late at night to put out fresh buckets of warm water to the stalled horses in the winter).
Another group (3) has a two door run-in shed with a large protective overhang, which also faces east. They have excellent protection from north or west winds, but not as much protection from an east wind. There is ample space both under the overhang and in the shed for at least twice as many horses as are in the group, yet only the two geldings get to utilize the shelter and the mare is typically standing just outside the overhang. This group does a better job of sharing the overhang if their hay is placed well outside the protected area, so if we feel we need to feed hay in the shed/overhang, one of these horses must come in to a stall as well.
Our smallest group is two horses, and neither of these horses tolerates being stalled very well. The mare, however, stands in the doorway of their single-opening shed and does not allow the gelding in at all. This shed faces south, so even standing in the alleyway, the gelding gets protection from the wind most of the time and does just fine with this arrangement. It is extraordinarily frustrating, however, as a rational being to see a huge shelter being occupied by a single horse, with the poor old pony standing with his head down out in the elements just outside the doorway.
Our final group is three geldings with a south-facing, two-door shelter. The two top geldings usually each claim a side of the shelter (this one is actually divided with a gate in the middle into two "stalls"), and the third is left to stand in front of the shelter. Sometimes there is some wind protection in front of the shelter, depending on the direction. This field has zero wind breaks at all, however, and in very bad conditions we must put the hay inside the shelter to prevent its blowing away; at those times, we have to bring one of these geldings in to the barn as well so that the other two can each claim a side of the shelter & a hay pile. Imagine my surprise this morning to find all three of these horses in the shelter! I think I've only seen the 3 sharing once before.
You may wonder why we have shelters that don't face south, as would be typical for our climate. Three of the shelters are built into existing buildings, and there were no options with the pasture & building layout but to face two of them east.
Last night was a night of pretty inclement weather, with a cold east wind and rain to begin, which switched to snow overnight and we woke up to 2" of wet snow on the ground. Most of the horses were wearing waterproof sheets or light blankets, but I still brought Cricket & Tomas in the barn for the night and fed everyone else in or near their shelters. In the fresh snow at morning feeding, I could see how each group had behaved over night. Rhio (& Kaos? or maybe just him) clearly spent time wandering all over the pasture, as there were tracks and trails leading to & fro everywhere. The pasture looked to be a parquet floor of muddy hoof prints interspersed with white snow. Cody, Winston, & Centaurus hadn't come out of their shelter much at all, other than to get to the hay piles just in front of their overhang; the snow was pristine & undisturbed. Mo & Annie (both? just one or the other?) had wandered just out of their alleyway in a small loop and right back to the shelter - a single foray out into the snowy landscape. Duke, Quick, & Levi had done a good amount of wandering around, with tracks leading every which way in an indecipherable maze, although all three were tucked in to the shelter when I brought their feed out.
I don't know why horses do the things they do, exactly, but I am thoroughly enjoying observing how each individual's personality plays into their herd dynamics and behavior.