I know you can do one in St. Mortiz Engadin or in Mt Rigi i.e.
http://www.myswitzerland.com/en-au/horse-drawn-sleigh-rides-in-the-roseg-valley.html
http://www.myswitzerland.com/en-au/cozy-horse-drawn-carriage-rides.html
The photos are so beautiful and romantic....riding them around the snow, lake
Unfortunately, I will not have time since my schedule is tight for those locations that we will be staying in Feb next year so I wonder if they have similar horse drawn sleigh ride available in Montreux or Zermatt as those 2 are the only places we have like half day free? I seem not to find one but I can understand sometimes they can be hidden gems