I frequently see movie cowboys pulling another horse, mule or other pack animal by holding a rope tied to their saddle horn. Is that accurate?
Yes, cowboys often brought along a second horse to carry gear or serve as a backup mount.
Even today’s riders might tie the rope to the saddle to lead their pack animals. In that case, though, you better have a quick escape route, just in case the second horse goes around a tree or rock or other impediment. You’ll want to tie a dally around the horn, so that if something does go wrong, you can “cut bait.”
Yet carrying the rope in your hand is just as easy; that way you can drop the rope quickly if things get dicey.