In the horse drawn days, they were absolutely necessary for traction on ice or frozen ground.
In the big cities of the day - New York, Boston, Philadelphia - the number of horse-drawn vehicles would have been enormous. Every one of those horses had caulks affixed to their shoes in winter weather.
Poring through old catalogs and trade journals, one will find hundreds of advertisements for horseshoes, horse nails, caulks, and devices for attaching them. It was big business.
The shops that tended to the horses were the tire shops of the day. Kind of hard to get your head wrapped around it in the current era.