Interesting question! I thought it was obvious, and then kept coming up with wrong answers :-)
I would feel more satisfied if I could find an answer less technical than some of the ones posted so far. This doesn't seem like it should be a problem requiring a highly technical answer.
One criterion for testing any proposed answer to your question is that it should work for all event horizons, not just the event horizons of black holes. E.g., it should work for the event horizon seen by an accelerated observer. As a corollary, the answer to your question should not involve any distinction relating to curvature of spacetime, since you can have horizons in flat spacetime.
A black hole's event horizon basically is very similar to a light cone, in the sense that you can make it out of a sheaf of lightlike world-lines. The event horizon of a black hole is a place where the light cones tip over so far that the entire future light-cone of any event is at radii closer to the center. I think all of this is true as well for the event horizon seen by an accelerated observer.
One clear distinction between a light cone and an event horizon is that a light cone can be defined locally, whereas an event horizon is usually defined in terms of the ability to escape to infinity. I think this is just a rephrasing of some aspects of the more technical answers, in less technical language.