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The great Indo-European horse sacrifice is one of the most enduring and widespread traditions in world history. This study presents a historic overview of Indo-European studies and shows the cosmological continuity of the horse-sacrificial tradition based on specific cultural innovations and ecological adaptations over time. It also sheds new light on cultural history through in-depth analysis of horse sacrifice in culture and cosmology. From Sintashta in Russia and the steppes to the legendary ashwamedha ritual in India and horse sacrifices in Roman, Greek and Irish traditions, the analysis finds that horse sacrifice appears to have been most successful in Scandinavia, with classic sites and funerals such as Sagaholm, Kivik and Håga in the Bronze Age and Old Uppsala, Rakne and Oseberg in the Iron Age. The horse-sacrifice tradition shows that these cosmological rituals were closely related to the region’s ecology, the weather and the availability of water that was required for a successful harvest. In the cold north, the sun was important for cultivation, but it was the relation between water and winter that defined the seasons and called for horse rituals, as recent skeid traditions show. Understanding horse sacrifice as an institution therefore provides new insights into prehistoric religion from the Bronze Age to recent folklore in rural Scandinavia.