Skijoring is like waterskiing in the snow behind a horse. The sport comes from Scandanavia, where it was the best way to get around if you couldn't afford a sleigh. Traditionally practiced behind raindeer, enthusiasts in the U.S. work with either dogs or horses but if you want to win a race, it's best to go with the horse option.
In Wyoming, Colorado, and Montana, there's a skijoring circuit, culminating in the the US Nationals in Red Lodge, MT. I showed up to compete in 2004 but I didn't have a horse. Luckily people are very nice there and, after asking a bunch of people and knocking on some doors, someone loaned me a horse and even offred to pilot me around the course.
The race is on a snow packed eighth of a mile oval track, complete with jumps and slalomn gates. The horse and rider gallop around the inside of the track and drag a knotted rope. The skier grabs onto that rope and hangs on for dear life.
The trick to competitive skijoring is to develop good rope management skills. Most people get disqualified for losing the rope as they go off a jump and slow down in the air (while the horse keeps galloping on). You really have to work your way up the rope after a jump to prepare for the next obstacle.
I learned that the hard way. I was disqualified after being catapulated into the stratosphere and seeing the end of the rope whip out of my hands. I had never skijored before though which meant I didn't have good rope management skills. My training involved convincing my wife to pull me behind our Buick Le Sabre on the side of a snowy road.