We feed Kalm Ultra to our thiner horses. Adding soybeans and/or corn oil to feed can also help
I use weight builder to put weight on my 19 year old Hanoverian mare. We already had her on a lot of grain and didn't want to add anymore. It it helped her out on lots of weight and it isn't expensive at all.
make sure he/she has free choice hay and water 24/7. don't overlook the quality of hay and skip to the grain and supplements and rah rah. all of that is useless unless the hay is of good quality/mix and fed often!
Consult your veterinarian first and foremost. Find a Thrive dealer near you.
Beer pulp and rice bran. You can feed it as much as a bucket of beer pulp a day but I would spread it out. Just put about 2 scoops in a bucket and cover it with water. Just add rice bran to the feed. I don't think more then one scoop a day is good but that is still a lot
I have fed all of my horses Safe Choice. Empower Boost is also very good for fattening up, but I would suggest talking to a veterinarian to find out what's best for your horse.
Beet pulp is good for bulking, but it's just empty calories. I have a horse and the only thing that helps him keep weight on and develop muscle is boiled oats and step 8 complete feed. I cook 2 yoghurt containers full of oats in a slow cooker. He gets one scoop at each feeding, as well as one scoop of the complete. The step 8 is high fat and it's worked wonders for him!
Good quality sweet feed, supplements, and good quality roughage. Emphasis on roughage! Like Jessica said, alfalfa's great. One of my mares had a terrible near-death starvation period due to pigeon fever, sat for about a year at a three on the body scale, then came back under my supervision. Within a month on good pasture and good hay she was back to her chubby self. Deworming her probably played a part in that as well!
Look into fatty, nutritious supplements, and I second the beet pulp notion. Just be sure, if it's pelleted, it's soaked, to prevent them from choking. I got a stern warning from my vet after she heard I fed my horses dried pelleted beet pulp. Not to mention the aforementioned mare got some abscesses in her mouth from chomping the hard pellets (that horse has some excellent luck). Your horses may shy away from soaked beet pulp so mix it in with things to test their preferences. If they don't like it, they don't like it. They may prefer the shreds. I've yet to solve this problem myself :^S
It's also a good idea to mix canola oil in with dry pellets and/or sweet feed. If you put powdered supplements in the feed the canola oil causes it to stick so you don't get left with a bunch of powder after mealtime. Canola oil also gives them a nice, shiny coat.
Beet pulp and alfalfa are great for keeping weight on horses!