If my horse were stolen I would immediately contact Stolen Horse International and refer to the book written by Debi Metcalfe-Been There, Done That which is her experience having her own horse stolen and her relentless pursuit of her horse Idaho. Debi started SHI to help others and has appeared at expos, on TV and anywhere she can to tell people how to protect their horses. When it comes to finding your lost or stolen horse, success is everthing! http://netposse.com/index.html
Our 3 horses wandered away from their pasture yesterday. Luckily they were "captured" by our local sheriff's office and taken to "jail." We retrieved them today, well and happy to be home. Call your local sheriff and animal shelter; knock on doors in the area; put out flyers; and pray.
The articles in this section need to be updated. Not that they aren't relevant but I've read them all.
I really do not think that banding or braiding something into your horses mane, would work, because it would be very easily pulled out.