The episode Living In Harmony sees a Sheriff handing in both his gun and his badge, to make nothing of the horse that he's lost somewhere on the prairie, hence the Man with No Name having to carry his saddle until he acquired another horse. There are those fans who have the Man With No Name carrying his saddle as being symbolic of Christ carry his cross to his crucifixtion, but that's another story. In American Wild West, a man's most expensive possession might perhaps be his saddle, and if a man lost his horse through lameness perhaps, he would carry his saddle until he could get another horse. In this case, a fair interpretation regarding the Man with No Name's saddle, is that it is symbolic of having a means to escape, if only for the want of a horse! Yet when such a horse is located at the Stables in the frontier Town of Harmony, the price proved to be an extortionate one at $5,000, and other horses are even more expensive, but available. Such is the price of freedom! Be seeing you stranger.