Horses vocalize for a variety of reasons, Kathleen. A long neigh that can be heard long distances is usually a vocalization used to call others in the herd (or a human companion). It is possible that there is another horse within this horse’s visual or auditory range with whom he is communicating.
Since horses are herd animals, I always strongly suggest that horses have companions—ideally, horse companions—but in a crunch, a goat, sheep, or other farm-friendly pal can be a good social outlet.