Why are horses so afraid of plastic bags?

For some reason, a lot of horses spook at plastic bags (unless the bag is in your pocket and might contain a treat). Why are horses afraid of something so harmless?

The answer is that plastic bags don't smell like animals, but they have a habit of moving on their own. Horses aren't smart enough to understand that the wind is doing it. All they know is that this silly thing that smells funny is chasing them around. And anything a horse doesn't understand becomes a monster to run from - that's just how they're wired.