I noticed that you can buy saddlebags that can store up to 20lbs. Can you put more than 1 set of saddlebags on a horse? What other options are there for a horse to carry loot?
Take a look at the entry:
SADDLEBAGS Price 4 gp; Weight 8 lbs. These sturdy, weatherproof bags are draped over a saddle to add extra carrying capacity. Each side of a saddlebag can typically carry 20 pound of items that can fit in the bags. Saddlebags do not increase the amount of weight a mount can carry; they merely give riders a place to stow their equipment. Source (PRD)
The RAW for saddlebags states that they "...do not increase the amount of weight a mount can carry." The saddlebags themselves weight 8 lbs. and can hold up to 20 lbs. worth of loot on either side. This means that, at max., a saddlebag can weigh as much as 48 lbs. Also take notice of the bolded text (my emphasis). You drape saddlebags over a saddle, and a horse can only wear one saddle. This means one set of saddlebags.
In terms of other options, you also have the pack saddle:
Pack Saddle: A pack saddle holds gear and supplies, but not a rider. It holds as much gear as the mount can carry. Source (PRD)
Now down to the nitty gritty of the answer:
A light horse has a strength of 16, and a heavy horse has a strength of 20. This means that they have a maximum carry load of 690 lbs and 1200 lbs., respectively*. But be careful of encumberance; this includes your weight if you're riding it!
You also have the various land vehicles, including wagons.
As a further option perhaps you could convince your GM to allow you to use a Handy Haversack as a sort of Saddlebag of Holding? Or simply create one yourself using Craft Wondrous Items.
*: Horses are large quadrupeds and receive a multiplier on their carry capacity accordingly.