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I'm guessing this will come across as two questions, but their interrelation is important...

Is there a specific word for the game where you toss a horseshoe at a peg (in English just called horseshoes)?

Obviously a literal translation would be 蹄鉄{ていてつ}, but would a native speaker understand it in context of the game, i.e. 蹄鉄を遊ぶ or 蹄鉄やろう, or in an even more complex context such as "'close enough' only counts in horseshoes," even if they weren't directly aware of the English idiom, such as:

いい線とは蹄鉄と州榴弾しか関係ない。

("Close enough only matters with horseshoes and hand grenades")

Or perhaps:

「ほとんど」とは蹄鉄と手榴弾しか関係ない。

("'Almost' only matters with horseshoes and hand grenades")

Note that I'm not looking for a similar idiom in Japanese, I'm looking for a direct translation of the English, even if it sounds awkward, so long as the listener knows about the game horseshoes and that being close but missing still counts.

EDIT:

Based on the answers given so far, I've come up with the following dialog for two characters in a story and would like to know if it makes sense:

 「あのつちぐもにほとんど食われそうだったのにあんたいい機嫌だよね、カレン。」

 「アメリカではとあることわざがある。ほとんどって言葉はホースシューズと手榴弾の場合でしか関係ない。
 まぁ、翻訳で少し何かがなくしたかもね。。。」とカレンは頑張って訳試して見た。

 「骨子ぐらい分かったわよ。つまり、いくら惜しくても外れは外れ
   当たらなければ何にもならないってことか?」とのぞみは答えた。

 「そう、そう!何が起こったことでもあろうと、あの化け物に食われなかったら問題なし!」
  • We don't have horseshoes or the derived expression here in Britain. – Aeon Akechi Jul 20 at 18:40
  • Even so, I'd imagine in Britain that they'd understand "Close enough only counts in hand grenades." – stix Jul 20 at 19:09
  • Okay, (1) ホースシューズ doesn't ring a bell for me but it may be okay because it appears as a passage that doesn't making sense in the dialog; (2) you can't use the word ほとんど in that context; (3) "missing" is fortunate for you in that situation, but my answer was on the basis that "missing" is unfortunate, so the great part of my answer is actually invalid... – broccoli forest Jul 22 at 15:46
  • What would be a better word than ほとんど in that context? 危うく perhaps? – stix Jul 22 at 16:39
  • @stix I said it wrong. ほとんど in the second line can't be associated with that in the first line, because what translates your "almost" in the Japanese is not ほとんど but ほとんど……そう (which is not a single word). Anyway, 当たる is also pointless in this context, so perhaps you can open a new question about translation of this idiom if you seek it. – broccoli forest Jul 23 at 2:33
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Horseshoes hadn't be used until Meiji in Japan, naturally no specific word for the horseshoe-tossing game. You can just literally say 蹄鉄投げ. FYI in the video game Rimworld, an item horseshoes pin is translated 輪投げのピン "hoop toss pin" which sounds way more familiar than the horseshoes, though the description and the graphic clearly tell that it's actually horseshoes that are thrown.

enter image description here enter image description here

Note that traditional 輪投げ usually requires hoops to be thrown exactly over the pin, so... close doesn't count.

For that reason or not, there's no idiom like "Close enough only matters with horseshoes and hand grenades" if I'm correct that this literal situation is the moral of the phrase. You have to explain, and what is worse, English "close" and "almost" in this sense is fairly ambiguous in Japanese, so you aren't likely to get the sole versatile translation. In the first place it divides into whether "missing" is undesired:

惜しいが通用するのは蹄鉄投げと手榴弾だけ
(蹄鉄投げの)蹄鉄と手榴弾以外は当たらないと話にならない

or desired:

(蹄鉄投げの)蹄鉄と手榴弾以外は当たらなければどうということはない
(蹄鉄投げの)蹄鉄と手榴弾以外はかすらなければ全部同じ

(Edit: Though those sentences let listeners infer that horseshoes is something "counts even if missing", the fact is not known a priori to the average Japanese. Darts and curling might be better examples of such games for the purpose of explanation to Japanese.)

Edit 2:

Translation in context is nothing like the sum of that of individual words. I provide a natural version of your sample dialog, please see how the explanation above is inapplicable without context:

「カレン、あんたあのつちぐもにあと一歩で食われるところだったのに上機嫌ね」

「アメリカにはこんなことわざがあってね。『蹄鉄投げと手榴弾でなければ、あと一歩かどうかは関係ない』
まぁ、翻訳じゃ伝わらないかもしれないけど」
カレンは頑張って訳をひねり出して言った。

「雰囲気ぐらいは分かったわよ。つまりいくらギリギリでも、そうならなかったら全部同じってことでしょ?」とのぞみは答えた。

「そう、そう!途中何があろうと、あの化け物に食われなかったんだから問題なし!」

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    @EiríkrÚtlendi 馬蹄 means horse hooves... – broccoli forest Jul 22 at 2:41
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    Derp! Yes, you're correct. Brain fart on my part, got my wires crossed. However, there were still pre-Meiji 馬【うま】沓【ぐつ】, as 草鞋【わらじ】 instead of 鉄【てつ】. There may have also been 蹄【てい】鉄【てつ】 during the 戦【せん】国【ごく】時【じ】代【だい】. C.f. ja.wikipedia.org/wiki/蹄鉄#日本における蹄鉄. – Eiríkr Útlendi Jul 22 at 4:16
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    @EiríkrÚtlendi Hmm... interesting. If that's correct they had horsesandals instead of horseshoes ;D should I add that they didn't have a hole in the center? – broccoli forest Jul 22 at 15:03
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    Hah! I love it. Googling for "horsesandal" led me to this article about hipposandals, apparently used in ancient Rome, which look very like the horse 草鞋【わらじ】, only made of leather. 勉強になりました! – Eiríkr Útlendi Jul 22 at 18:47
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    @EiríkrÚtlendi (゚Д゚;) many a true word is spoken in jest... – broccoli forest Jul 23 at 2:23
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Regarding the initial non-idiomatic question,

Is there a Japanese word for the game “horseshoes?”

Yes.

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