First, a great post on getting weight on older horses, or ANY horses for that matter;
http://www.fuglyblog.com/2009/best-of-fhotd-old-does-not-equal-skinny-2
A lot of people don't seem to know the basics.
1. Blanket. If it's cold and your horse is shivering, it's losing all those valuable calories to keep warm. I let my horses grow a winter coat, THEN blanket them so they have all the protection they can get. I don't blanket till I catch them shivering. If your horse is skinny, blanket and keep blanketing. It helps a LOT. It can be the difference between losing and gaining.
2. De-worm. Consult a vet for the right rotation for your area if you want to be perfect, but a simple rotation of ivermectin every 2 months and pyrantel in the spring after the thaw and in the fall after the freeze has been working great for me. If you aren't de-worming you are feeding worms instead of your horse.
3. Teeth. Often bad teeth will be the biggest culprit in an old horse. However, it's no excuse for a skinny horse. Thunder had NO chewing teeth and was jiggly. However, it can be very painful to have sharp teeth cutting off your tongue, and the pain can make weight gain harder. Get teeth done first thing if your horse sticks his tongue out a lot, drops food, won't take a bit in conjunction to weight loss, or is old and you doubt it's been done. I have my accupressurist check all my horses whenever she is here to see who needs work. But if you aren't sure, it can't hurt to get it done.
4. Pain. If your horse is hurting somewhere, they will often lose weight just dealing with the pain. Get the vet out and figure out the problem. If it's not something fixable, this could mean it's time to say goodbye.
5. Stress. I had a mare in quarantine who lost a TON of weight in one WEEK because she didn't like being alone. She literally spent ALL day running back and forth in the pasture screaming her head off. As soon as I was able to put her in a paddock near other horses she gained her weight right back.
6. Bullying. If you have more than one horse in a pen, it's quite possible that the skinny horse is being shunned from the food pile. Find a way to keep the skinny horse separate. A little paddock, feeding in a stall, whatever you need to do.
7. Food. What are you feeding? Make sure it's high quality and enough for your horse's work load. If you are riding hard every day your horse is going to eat a lot more than your kid-broke horse that only gets ridden when your relatives come over a couple times a year. When I am riding my Appaloosa every day she eats about 6 flakes of nice alfalfa a day. And she's only 15.2H.
8. No teeth? No problem. Thunder lived on Senior Equine and grass hay pellets. Soaked it in warm water and he slurped it right up. If your horse is having trouble chewing hay or you just don't want them burning calories chewing, soak them some orchard grass pellets. Feed AS MUCH AS THEY'LL EAT! People have a hard time doing that, but DO it and the horse will gain weight.
9. Do it BEFORE it's cold. Get them up to weight BEFORE fall. It's WAY harder to put weight on in the snow. It's a lot easier to KEEP it on.
10. Call the Vet. When all else fails to put weight on OR you have reason to suspect something internal (like a history of being hard to keep), call the vet and have blood work done and whatever else the vet things might give a clue as to the weight loss. Equine Metabolic Syndrome and Cushings both mess with the way a horse gains weight, and both can be managed with a diet and sometimes specially designed supplements.
There is NO reason your horse should be skinny. Whether they are 13 or 33, you can get weight on them and keep it there! Your horse will thank you.