Someone recently asked how to catch their yearling filly. They could pet her, but not if they had a halter or rope in their hand. Here's the best way I know of to teach a horse to let you catch it easily.
I have worked with a wild mustang that had never been touched, and this method works on a scared horse. Putting the horse in a round pen is best, but you can also do this in a small corral. (I have done this in a pasture, as well, in the rain, wearing cowboy boots, and believe me, I had blisters on my feet afterwards! A smaller pen just makes less running around for you.)
Anyway, the main concept is teaching the horse where its "Safe" place is. Generally, a shy horse will feel safe anywhere away from you, and this method changes the horse's thinking so that her safe place is close to you. The way you do it is with body language. Having a halter rope, lariat, or flag stick in your hand is a good idea. Enter the pen where the horse is, and attempt to slowly walk up to the horse. When the horse turns to run, SPOOK the horse (with the mustang, all I did was scuff my boot in the dirt a little, and she JUMPED to the other side of the pen; a calmer horse, you may need to throw the end of the halter rope at her, or swish the whip at her to get her to run. Have her continue circling the pen, until she shows signs of wanting to stop and look at you or turn toward you. Any time she turns AWAY from you, you will scuff, throw, or swish at her to make her MOVE. In a sense, you are welcoming and friendly when she stops to look at you, or turns towards you. You are a scary wild person if she turns away from you.
If she stops and looks and just stands there, let her rest as long as her attention is on you. If she starts to graze, look toward the other horses, or turn away from you, make her MOVE again. She will quickly learn to turn towards you, and some horses will walk straight up to you when they figure this out. Any time she turns her rear end towards you, you throw that halter rope at her and make her MOVE! Don't get close enough for her to kick at you, but really spook her when she turns her tail. The mustang horse I did this with learned in about two minutes to face me. I didn't need to spook her very much because she was already so sensitive and scared. When she turned away from me, I would take one step towards her, and before my foot touched the ground, she would wheel back towards me, and I would take my foot back. It was like touching a button. Eventually I could touch her, after only working with her one morning, and she ended up being a nice riding horse later on.
Then you start working your way up to the horse, when they are standing there looking at you. If they turn and run, they get swished at, have to run circles, and eventually, they don't want to work at it anymore. You should be able to walk up and pet them, and then when you walk away, kind of circling around behind them, they will turn and follow you. They learn to watch you, read your body to see what they are supposed to do, and they will follow you around like a puppy when you work with them this way. You should be able to rub them all over, halter them, whatever. They have learned to stand near you. If they move away, they will get DRIVEN away, and made to run more circles around the pen, so they have learned that the "Safe" place is near to you.
There is one other method for catching a spooky horse. It involves a few other helpers. You stand in the pen with your horse, and the other two people (either on foot or horseback) will move the horse around the pen. You just stand still with the halter in your hand...you are the "good guy", or the horse's "Safe" place. The others prevent the horse from stopping and standing still until the horse is near you. It is the same principle as the above method, only the other people are making the horse WORK anytime it is away from you. You just stand there. The horse will come up, sniff you, and learn to just stand there with you so it doesn't have to run around any more. Then you start petting it....if it runs away, the other people make it MOVE and run around the pen until it comes back towards you. You'll have the halter on in no time. This method works great, you just need some helpers.
Either way, the horse learns to watch you, and learns that the place to be is near to you.