Did any societies have laws against riding horses under the influence of alcohol? Or driving horse drawn carriages/coaches/buggies while intoxicated?
There really wouldn't be much of a point. A well trained horse will know to avoid obstacles, not run into other horses, and even know how to take you home without any input from the rider if it's familiar enough with the rider's usual habits.
Point being, with horses, yes, you can give them commands, but it's a lot like having a computer between the steering wheel and the road. You can jerk the wheel hard left, but the computer isn't going to let you barrel roll. Yes, you can pull on a horse's reins all you want, but if you're trying to steer the horse into a tree, it's not going to run into it.
This is less a historical question and more of a question about horses.
However, public drunkenness has been frowned upon to some degree by most societies around the world for being sinful or for being an activity that isn't useful to society. I'll leave that discussion to someone that knows more about legal history.
To build on /u/HirsuiteHeathen's excellent answer a bit, it would depend on the circumstances. However, assuming you were returning home after a night's carousing (i.e., retracing a route that your horses knew quite well), you'd be much better off driving a team than a car.
There's an interesting bit in James Herriot's All Things Bright and Beautiful, which is a collection of stories about his experiences treating animals as a veterinary surgeon in 1930's-era Yorkshire. Market days saw extended hours of operation for rural pubs, which did a roaring trade with farmers and stocksmen who came into town on business. It was also a good opportunity for the farmers to stop by Herriot's veterinary practice in order to pay for any services rendered over the previous week. The practice secretary (or whomever was manning the front at the time) often took payments from men who were too drunk to do anything other than hand them a wallet. Herriot comments, "Some of them still used a pony and trap and the old joke about the horse taking them home was illustrated regularly." This phenomenon pops up in a pretty diverse set of literature; I've seen it in everything from Hungarian children's stories to scholars' notes on Laura Ingalls Wilder's books.
Having said that, yes -- you could definitely get into trouble driving a team while drunk, and this seems to have been more common in the commercial trade, where no one route existed for a horse to memorize. I've consulted The Horse-world of London (published 1893) for previous answers on /r/AskHistorians, and the book is pretty frank on the subject. Cab drivers in 19th century London were notorious for taking a few too many nips out of their flasks while waiting for fares, which is perhaps understandable given the number of hours on the job in what was often poor weather. However, it wasn't a good combination. Even though a horse generally can't be coaxed to do obviously stupid or dangerous things (e.g., you can't drive a horse and coach directly in to a wall like you can with a car), drivers could still go too fast, take turns too quickly, or scrape against walls or other vehicles. Cabbies wound up in court frequently on charges of irresponsible driving, with some cases being as serious as what we'd see in a drunk-driving incident today. An 1882 case saw a 38-year old cabbie brought to court for having gotten drunk and driven his cab too fast on the wrong side of the street, with the shaft of his cab eventually colliding with another and severely injuring its passengers.
So yes, "drunk-driving" was definitely a problem in some contexts, but the extent of its damage could be limited by the horses themselves, who had better command of their wits than their owners did.