Not from horse hooves if that was your answer. No, hooves don’t have any collagen in them to speak of. That myth originally arose from the days when gelatin was made from cow’s feet — waste items from rendering plants (glue factories). The stuff looked awful and smelled worse, or so I understand, which is why pre-packaged gelatin had to undergo copious clarification in the kitchens of yore, and needed no small amount of coloring and flavoring.
Once upon a time, cow feet (and/or bones) were boiled down, the gelatin was extracted and poured into molds. Once cooled the gelatin was cut into slices and dried to form sheets, not unlike the gelatin sheets used in professional kitchens today. As a further next step the dried sheets of gelatin were crushed into powder to make a granulated product.
Similar processes are in use today, though nowadays gelatin making (unlike in the 19th century) doesn’t start with bones from the glue factory. Today companies like Knox employ animal skins, which they boil in either acid or alkaline solutions. Much of the time pig skin is used, though cow hides and bones are also common. Boiling cow hides in alkaline produces a stronger, more viscous gelatin (known as Type B gelatin). Pig skins treated with acid yield a weaker gelatin (Type A). The most delicate gelatins of all come from fish skin and bones, which are also rich in collagen.
If you’ve ever wondered why vegetarians don’t eat JELL-O, this is the reason. Which is not to say that there aren’t many other kinds of vegetable-based thickeners available today, they just don’t have quite the same properties as the animal-derived stuff.