I (or someone) should update that page; the earliest source of the horseshoe story that I know of is from a 1927 essay by Heisenberg:

Niels closed the conversation with one of those stories he liked to tell on such occasions: "One of our neighbors in Tisvilde once fixed a horseshoe over the door to his house. When a mutual acquaintance asked him, 'But are you really superstitious? Do you honestly believe that this horseshoe will bring you luck?' he replied, 'Of course not; but they say it helps even if you don't believe it.'"

Edit: Actually that date is almost definitely wrong, the essay refers to a conference that took place in 1927, probably wasn't given there. The earliest Google Books result for this quote is Heisenberg's 1969 autobiography, though, so that's still earlier and more authoritative than any of the sources given on the Wikiquote page.