The video is part of an effort to promote tourism in Newfoundland and Labrador, (not the dogs, the Canadian province) where, we are led to believe, fantastically cool things like equestrian goats exist. This is a pretty big deal for a place that, other than boasting it's own time zone, hasn't seen much excitement since Lief Eriksson beached himself there sometime in the 11th century.
When accused of staging the video, the film crew making the tourism spot affirmed that they'd spotted the duo while going about their official job. They approached the owner of the farm where the animals resided and she allowed them to film. According to the farm owner, Sunshine, the horse,will lay down and the nimble little pygmy goats use that as an excuse to play 'King of the Mountain' until Sunshine tires of their antics and "gently" bucks them off.
No harm, no foul, according to the animal's owner.
I have no trouble believing this could be real. Have you ever seen goats up close? They're nimble and curious little buggers, and will climb anything.
Also, google "Goat Rides Horse." Looks like there are any number of nubile Nubians looking for a little giddy-up action.