choke collar

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A chain collar that tightens like a noose when the leash is pulled, used to train or control dogs or other animals.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun A dog's collar which tightens itself so as to choke the dog, when it pulls the leash. Used especially for training.