Ringing half a dozen won't help - it just wastes everyone's time and reduces the chance of a successful outcome. In an emergency, and if you believe it justified to prevent immediate suffering, make a complaint to your local police station. You may have to be persistent - the majority of police officers have little knowledge of horses and tend not to want to get involved. But if they receive a formal complaint they must investigate. In most cases, they belong to someone and have accidentally escaped.
First step is to ensure the animal is taken off the road and put somewhere safe.
Then report it to the police and the local council. If the owner cannot be quickly located, a rescue organisation may be prepared to take it, or there may be a local pound. If you have the facilities to look after it, you may be prepared to keep it until the owner is located. Should the owner not be found, the horse may have been abandoned. The finder may sell it - but only after it has been kept for a minimum period and properly advertised.