What shots you give & WHEN you give them depends on a lot of variables.
If the mare didn't get her shots 1mo prior to foaling....you will need to give the foal shots much sooner. If the mare DID get her 1 mo prior to foaling shots...the vets now recommend starting the foal on shots at 5-6 months of age.
Now the type of shots you give will depend on the area you live, and if you have a "closed" herd, etc. Some diseases are more prevelent in some ares than others. The best thing to do is to discuss with your vet, and get their suggestions on what shots you should give for your area.
Please those of you saying you are giving tetanus at one day old make it clear what kind you are giving. Tetanus toxoid and Tetanus antitoxin are completely differant, one is a vaccine giving little protection for 10 days than requiring a booster, the other is an anti toxin removing any bugs that entered the bloodstream at birth with no long term protection. Tetanus Antitoxin is NOT a vaccine.
The tetanus I give my foals is the Antitoxin. The antitoxin works like an antibiotic. It helps keep tetanus from entering open cuts and especially the navel on the newborns. It protects the foal until the foal can build up the antibodies from the mare. The Tetanus Toxid is given every year. Both Tetanus antitoxin and Tetanus toxoid fall under immunizations according to my vet.