Where did all my pets go? Minecraft?

I just got my first horse in minecraft and went to get another 1. The place where I got my horse was very far away and it take a long time to go there. When I came back all my dogs and horse was gone!

Is there a way to get them back?

They ran away. Did you tether them or cage them in? Are you on a server where people can mess with your stuff? No you can't get them back

If you don't contain them they eventually run away.