The notion of "horizons" in GR is, like all things, a pretty subtle thing. It's hard to pin things down, as they never hardly mean what you think they should mean. As Grant mentioned, we have the notion of apparent horizons, and absolute horizons (the term event horizon is itself somewhat subtle and can apply to several types of horizons, depending on just what you mean, and there are things like Cauchy horizons, Killing horizons, etc, etc). Absolute horizons are geometric properties of the global spacetime, and to define them, the spacetime must be asymptotically flat turns out. There must exist the notion of a future null (light-like) infinity, allowing one to thus speak of photons which can "escape to infinity" and those that cannot, defining the absolute horizon as the boundary between those.
Note that we're talking spacetime here. We must know the whole thing, which means we must have a global solution, and know the future absolutely. If we don't know that (and we really don't in general), then absolute horizons are technically unknown exactly.
