Can you show an example of this? Cuz this is usually done by drawing into a render target that is centered on the player, and moves with him. So this kind of effects can only appear around the player.
If you need more perspectives I'll make some more shots later. Actually, this is quite a bad example as the trails in the back aren't filled with water even though they go through a puddle, and the trails coming from the bottom left cross a hoof print filled with water, but aren't filled themselves. But if you walk around…