In this case, the journey comes with a Canadian chequebook thanks to well-heeled owner J. Paul Reddam of Windsor, Ont.
And a helping hand from Vancouver, where upstart Mexican jockey Mario Gutierrez found a second home.
On Saturday, Gutierrez and I'll Have Another race in the 144th Belmont Stakes in search of thoroughbred racing's first Triple Crown since Affirmed did it in 1978.
It's the story of a horse bought for US$11,000 as a yearling and then $35,000 as a two-year-old — by Reddam — that has gone on to win five of seven career races and $2,629,200 in prize money despite never having yet gone off as the favourite.
Gutierrez, meanwhile, was a little-known jockey trying to make his name in California after a successful run at Hastings Racecourse in Vancouver.
Only 11 horses have won the Triple Crown. And since Affirmed, 11 others have won the Kentucky Derby and Preakness only to stumble on the 1.5-mile trek over the Belmont dirt.
"Pressure?" said Gutierrez, who was taken to the top of the Empire State Building on Tuesday before a media luncheon uptown. "Well, there is a little bit but nothing to be nervous of. I'm excited."
The five-foot-four, 114-pound jockey was the picture of calm as he was stalked by cameras on a rooftop garden at the Rockefeller Center.
There was some irony when he paused for lunch, opting for a bite-sized mini-burger and glass of water.
"He's such a humble kid, and yet a very confident kid," O'Neill said. "He gets along with I'll Have Another just brilliantly."
The name I'll Have Another comes from Reddam's fondness for wife's Zillah's homemade cookies.
There is plenty at stake Saturday.
Gutierrez says I'll Have Another has already changed his life and that of his family back in Mexico. But a win in the Belmont will take it up a notch, while adding zeros to I'll Have Another's stud fee.
And at a time when thoroughbred racing seems to be losing its lustre, the sport needs a boost. Gamblers have many places to bet these days while others have been turned off by stories of doping abuse.
O'Neill, no stranger to controversy himself, hopes I'll Have Another's feel-good storyline will help win some fans back.
"Hopefully a horse like I'll Have Another and a jockey like Mario Gutierrez can show people that a great racehorse can come from anywhere and a great jockey can come from anywhere.
"And (with) all the extra scrutiny, people that are a little bit leery of the sport will see that it's a great sport and it's a high-speed sport. It takes a lot of horsemanship for these little guys to get on the back of these horse and go 35, 40 miles per hours with no seatbelt.
"There's a lot of great things about it. And hopefully it'll take some of the negative out of the newspapers for a little bit. Hopefully forever."
Just last month, New York Gov. Andrew Cuomo created a temporary board to run racing for the next three years in the wake of years of scandal, bankruptcy proceedings, and the firing of two top NYRA officers.
The California-based O'Neill begged off discussion of what's happening in New York racing.
"I've got my own issues, I don't know what's going on with the New York issues," he said with a laugh.
O'Neill was suspended last month for 45 days by California racing officials. They ultimately agreed that the trainer had not given one of his horses an illegal performance-enhancing mixture. But after a lengthy legal battle, they still found fault via a rule that says trainers are responsible for their horses.
The ruling doesn't prevent O'Neill, who has insisted he did no wrong, from taking part in the Belmont.
In a bid to safeguard the Belmont horses from any doping abuse, they are being held in an isolated barn under watch. Feed will be checked for drugs.
O'Neill just sees it as a bid "to tell people that it's a clean game and we just need to be more transparent.
"There's been a lot of rough stuff written about the sport. I think they just want to show how well these horses are handled and how thoroughly they're gone over physically and through drug testing. I have no problem with it."
I'll Have Another is slated to go to the new stall on Wednesday after O'Neill's team disinfects it, prepares it and makes sure there are no sharp objects poking out.
The only downside of the new digs is they are small, meaning horse buddy and training partner Lava Man won't be bunking down with I'll Have Another.
"He's still going to be there in the morning chaperoning him," O'Neill said of Lava Man.
With his porkpie hat and easygoing attitude, the 44-year-old O'Neill looks more like someone likely to be catching some rays and guzzling a cold one at the track rather than plotting strategy from the barn.
But he has found himself in the spotlight.
"I just try to stay focused on what we're here for. We're trying to make history," said O'Neill when asked about the scrutiny he has come under.
"Can I be a better trainer? For sure. Every day I try to do things better. I've never been guilty of having a horse with an illegal drug in it.
"There's been a lot of false statements that get picked up and copycats and they write things that are hurtful and harmful. But I know we play by the rules. I know we've got an unbelievable team that takes great care of all our horses."
His fondness and respect for I'll Have Another are plain to see.
O'Neill talks about his horse as if he was a teenager — brainy when he wants to be, a couch potato when he doesn't.
"If you could program a great racehorse, it would come out I'll Have Another," he said.
"He's very relaxed in his stall, he sleeps a lot, he's very reserved. And on the track he's very energetic and competitive. So he's got a perfect personality for a great race horse. He's our dream horse."
The horse's laid-back attitude is helpful given the movement to three tracks in five weeks and his new home in the "fishbowl-type of setting" at Belmont.
"He hasn't had an issue," O'Neill said. "He just goes right into his new stall, smells everything, checks everything out and then lays down. Gets up and eats, lays back down. He's just a wonderful horse."
O'Neill says both horse and jockey are "wired in a special way."
Gutierrez, spotted by Reddam at Santa Anita, says his ride is something special.
"He's just a fighter. He has the biggest heart ever. And he's the one that makes me that confident."
Owner Reddam is president of CashCall, an Anaheim-based mortgage refinancing and personal loan company. On the horse front, the 56-year-old started with standardbreds in 1979 and then thoroughbreds since 1988.
He likes a wager, confirming to the Los Angeles Times that he made a six-figure bet on 15-1 I'll Have Another in the Derby that netted a seven-figure payout.
"He's such a cool guy," said O'Neill. "And very giving, very generous.
"He comes from humble upbringing in Windsor, Canada, and he's worked his way up to be a very successful business and you can tell by being around him, how he hasn't forgotten his roots.
"He's very appreciative of everyone around him. He knows he couldn't be where he is without having a lot of people helping him out."
Adding to the pre-race drama is a labour dispute at the track.
Some 150 union members at the New York Racing Association's Belmont, Aqueduct and Saratoga tracks have been working without a contract since February 2011.
Workers have authorized a strike to begin Friday, a day before the Belmont. A mediator is trying to settle the dispute.