ModelExpo makes a small series of horse-drawn vehicles, including a stagecoach, a Conestoga wagon, a buckboard, a chuck wagon, a doctor's buggy, and a really spectacular fire engine. They're on a large scale, and they're not cheap, but they can be turned into beautiful models. Go to www.modelexpo-online.com and look for vehicles.
Unfortunately ModelExpo doesn't offer any people or horses to go with the vehicles - and to my eye, at least, a stagecoach just isn't a stagecoach without horses.
Back in the early fifties, Revell made a series of very fine Western wagons: a stagecoach, a covered wagon, a ranch wagon, a chuck wagon, and a medicine wagon. They were quite small (1/40 scale) and they came with beautifully sculpted people, horses, mules, oxen, and various other animals as appropriate. There was also a group of horse-drawn fire engines, and some European types: an English state coast (with recognizable miniatures of Queen Elizabeth and Prince Philip), a Roman chariot, a gentleman's carriage, and an English stagecoach, complete with driver, hornist, and passengers who looked like they stepped out of a Dickens novel.
The kits didn't sell well, and Revell took them off the market by 1960. They did reappear under several other labels, Adams, UPC, and Lifelike. I really like those old kits, and I've managed to collect most (not all) of them in MPC and Lifelike boxes. (Original Revell ones tend to sell for astronomical prices.) They turn up on vendor tables at IPMS conventions, and on E-Bay and www.oldmodelkits.com .
Good luck.