Like this?
http://www.myfonts.com/fonts/linotype/itc-orbon/

But there's another font, a really cheesy one where all the letters are
quite close to the horseshoe shape, but I'm forgetting what it's called...

Perhaps something like Studz?

A Linotype font. I could've guessed... :^/

Studz always makes me think of horse shoes.

Tks... but not quite (Studzs). I'm designing a logo for a friend that raises "Caballos de Paso". I need a more "serious" ("formal")font. I have draw a tipical "Poncho" and Hat of a "Chalan", and I want to place his initials in the center of the poncho with a horseshoe shaped font.

Damn, I'm going crazy trying to figure out the name of that font I remember... Well, I guess one day I will run into it again (in fact there's a senior-citizen van company around here, called "Caravan" I think, that uses it) and I'll report back... :-/

hhp

Maybe something like Copperplate Gothic

http://www.myfonts.com/fonts/bitstream/copperplate-gothic/