Toys:
(Coming Soon)
Things to scratch on:
Sabrina *loves* to scratch, and be scritched. My pipe corral and electric fence are lousy things on which to scratch one's self though. I addition to taking away things that could hurt your horse by scratching on them (nails, splintery wood, etc.), give your horse safe things to rub on. I use 1/2" hemp rope, wound around parts of the pipe corral - it's cheap, it won't kill them if they eat a little of it (which they don't), and it's good to scratch on.
If you do the rope thing, wind some along the top of a handy gate, for scratching itcy chins and necks.
Also, a suggestion I got from a friend on Equine-L, I think - bolt or tie the head of a stiff push-broom to a convenient place. I use the natural-bristle kind. You can buy just the head-end at Walmart. Sabrina goes through one every 4 months or so.
Towels, tied (securely) to pipe corrals or fences, make good places to rub itchy faces.
You could also attach a couple of curry combs to fence posts at convenient heights (these rot in the sun, but they last for a while, anyway). Screw them on, don't nail them - you don't want the nails coming out and getting stepped on.
Possibly bring in a yard or two of gravel/sand for the pen - it's great to roll in. Scratchy, but harmless.
Be sure your mare's udder is clean, and other nearby parts - since dirt can make them itchy there - it *looks* like they are trying to scratch their butt, but it might really be that the udder is itchy. Sabrina *loves* having her udder cleaned and scritched with a warm washcloth ($5/dozen at Walmart) - I hear some mares *do not* like it, so be careful.
Even with all this encouragement to scratch on things, Sabrina has never rubbed out any hair (other than shedding) - I think that's mostly a problem when they don't have anything safe to use, or have something wrong beyond just shedding out.