He already owned and managed two ranches and needed a third about as much as he needed a permanent migraine: that's what Alan Day said every time his friend pestered him about an old ranch in South Dakota. But in short order, he proudly owned 35,000 pristine grassy acres. The opportunity then dropped into his lap to establish a sanctuary for unadoptable wild horses previously warehoused by the Bureau of Land Management. After Day successfully lobbied...