This is another British term, but you might see it on the internet.
The term "Mountain and Moorland" is used as a collective term for all of the various pony and cob breeds native to the British Isles. The reason it's used is because these native small horse breeds generally come from hilly areas such as Snowdonia (home of the Welsh Mountain Pony).
All of these breeds are tough, small in size and distinctly, shall we say, shaggy?
A Mountain and Moorland class at a show is one open to purebred horses and ponies from all of these breeds, allowing breed specific competition even if not enough animals are available from one of the less popular breeds. (It's common to see specific classes for Welsh Ponies, which are more common, and then two generic Mountain and Moorland classes, one for smaller animals and the other for larger).
Shaggy Exmoor ponies in their natural environment. Image source: me'nthedogs via Wikimedia Commons.