In the episode There’s No Place Like Home: Part Two, when the Ingalls return to Walnut Grove, Mary Ingalls gifts her father Charles a horseshoe to hang above their front door. The children at the school for the blind sang the song Keep a Horseshoe Hung Over the Door, which is why Mary gifted them the horseshoe to bring the Ingalls family good luck back in Walnut Grove.
When Charles returns to their house in Walnut Grove, the episode ends with Charles hanging the horseshoe right over the front door.
In a later episode, Sweet Sixteen, the horseshoe is hanging above the door still. But after that episode, it disappears for the remainder of the show.
The absence of the horseshoe was never explained in the show. But more than likely, it was a result of the props department doing maintenance and not realizing the significance of the horseshoe above the door and removed it at some point. Remember, the outside of the house was on the property in Simi Valley and exposed to the elements throughout the year, so maintenance was required on all the outdoor sets each season.