Why didn't the Order of the Phoenix assist with the trio (i.e. Harry Potter, Ron Weasley and Hermione Granger) in the Horcrux hunt?

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The reason that the Order did not assist in hunting horcruxes is that the Order did not know anything about it. Dumbledore never told anyone besides Harry, and he gave Harry strict orders to not tell anyone besides Ron and Hermione. At the end of Half-Blood Prince Harry has the following conversation with McGonagall:

After glancing once at this portrait, Professor McGonagall made an odd movement as though steeling herself, then rounded the desk to look at Harry, her face taut and lined.

“Harry,” she said, “I would like to know what you and Professor Dumbledore were doing this evening when you left the school.”

“I can’t tell you that, Professor,” said Harry. He had expected the question and had his answer ready. It had been here, in this very room, that Dumbledore had told him that he was to confide the contents of their lessons to nobody but Ron and Hermione.

“Harry, it might be important,” said Professor McGonagall.

“It is,” said Harry, “very, but he didn’t want me to tell anyone.”

Professor McGonagall glared at him. “Potter” — Harry registered the renewed use of his surname — “in the light of Professor Dumbledore’s death, I think you must see that the situation has changed somewhat —

“I don’t think so,” said Harry, shrugging. “Professor Dumbledore never told me to stop following his orders if he died.”

Here we see that McGonagall tried to get involved but Harry refused to tell her because Dumbledore did not want her, or anyone else, to know what they were doing.

Of course this simply leads to the question of why Dumbledore didn't want anyone else to know about the horcruxes. The answer to this seems to be that Dumbledore felt that every additional person who knew about horcruxes was another possible weakness. He wanted as few people to know as possible lest Voldemort find out what they were up to. From the conversation in Half-Blood Prince where Dumbledore tells Harry that he can only tell Ron and Hermione:

He turned to go, then another question occurred to him, and he turned back again. “Sir, am I allowed to tell Ron and Hermione everything you’ve told me?”

Dumbledore considered him for a moment, then said, “Yes, I think Mr. Weasley and Miss Granger have proved themselves trustworthy. But Harry, I am going to ask you to ask them not to repeat any of this to anybody else. It would not be a good idea if word got around how much I know, or suspect, about Lord Voldemort’s secrets.”

“No, sir, I’ll make sure it’s just Ron and Hermione. Good night.”

One can of course question whether this was a wise decision on Dumbledore's part, and indeed it is possible that this was one of his few mistakes. But Harry staunchly followed his orders regardless.

A final question may be why couldn't the Order help them in general without being told the specifics of what they were doing. This is in fact addressed in a conversation with Lupin when he visits them at Grimmauld Place in Deathly Hallows:

Lupin hesitated.

“I’ll understand if you can’t confirm this, Harry, but the Order is under the impression that Dumbledore left you a mission.”

“He did,” Harry replied, “and Ron and Hermione are in on it and they’re coming with me.”

“Can you confide in me what the mission is?”

Harry looked into the prematurely lined face, framed in thick but graying hair, and wished that he could return a different answer.

“I can’t, Remus, I’m sorry. If Dumbledore didn’t tell you I don’t think I can.”

“I thought you’d say that,” said Lupin, looking disappointed. “But I might still be of some use to you. You know what I am and what I can do. I could come with you to provide protection. There would be no need to tell me exactly what you were up to.”

Harry hesitated. It was a very tempting offer, though how they would be able to keep their mission secret from Lupin if he were with them all the time he could not imagine.

Apparently, Harry felt that it would be impossible to include the Order in their quest without the Order members finding out what they were doing. As that would have been unacceptable, they had to decline all help whatsoever.

An additional point, which Harry didn't realize until the very end, is that Dumbledore didn't want to waste anyone else's lives. As a major part of the plot was that Harry would have to die in order for Voldemort to be defeated, Dumbledore figured that he need only have Harry go after horcruxes because Harry was destined to die anyway:

Dumbledore’s betrayal was almost nothing. Of course there had been a bigger plan; Harry had simply been too foolish to see it, he realized that now. He had never questioned his own assumption that Dumbledore wanted him alive. Now he saw that his life span had always been determined by how long it took to eliminate all the Horcruxes. Dumbledore had passed the job of destroying them to him, and obediently he had continued to chip away at the bonds tying not only Voldemort, but himself, to life! How neat, how elegant, not to waste any more lives, but to give the dangerous task to the boy who had already been marked for slaughter, and whose death would not be a calamity, but another blow against Voldemort.

Notably, Harry did end up telling one other person. On his way to give himself up to Voldemort, Harry bumped into Neville and decided that there should always be three people in the know. Since he was about to die he made Neville his replacement and told him that Voldemort's snake needed to be killed in order for Voldemort to be defeated. (He did not go into detail about horcruxes because at that point the snake was the only one left. All Neville needed to know was that the snake needed to be killed.):

“Harry!” Neville looked suddenly scared. “Harry, you’re not thinking of handing yourself over?”

“No,” Harry lied easily. “ ’Course not ... this is something else. But I might be out of sight for a while. You know Voldemort’s snake, Neville? He’s got a huge snake. ... Calls it Nagini ...”

“I’ve heard, yeah. ... What about it?”

“It’s got to be killed. Ron and Hermione know that, but just in case they — ”

The awfulness of that possibility smothered him for a moment, made it impossible to keep talking. But he pulled himself together again: This was crucial, he must be like Dumbledore, keep a cool head, make sure there were backups, others to carry on. Dumbledore had died knowing that three people still knew about the Horcruxes; now Neville would take Harry’s place: There would still be three in the secret.

“Just in case they’re — busy — and you get the chance — ”

“Kill the snake?”

“Kill the snake,” Harry repeated.

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    N.B. the prohibition from Dumbledore on sharing the secret applied to Ron and Hermione but not Harry himself. Harry misunderstands this during the course of the books. – Segfault Sep 5 at 12:49
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    Speculation, but another likely factor in the decisions of Dumbledore and Harry to keep the mission known to an extremely limited circle could be remembering that when James Potter entrusted an important secret to a very close friend, thought to be entirely loyal, that decision cost him his wife's life and his own. – aschepler Sep 5 at 22:35
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    I'd add one more thing: Voldemort is a seriously skilled legilimens, might even be unsurpassed by any living wizard. Even as a schoolboy, he had Slughorn in his snares, and that man is not nearly a helpless lamb. Some things indicate that Dumbledore trusted Snape with the Horcrux plan, and that man was an occlumens beyond compare. It might be that Dumbledore expected that every person who knows about the horcruxes can end up in Voldemort's clutches and have this information extracted from them. – Nomenator Sep 7 at 21:43
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    there is also one obvious reason why dumbledore wanted a complete secrecy: more people knowing about horcruxes, more chances for voldemort to know somebody was destroying them and make him create more: i think there is also a place in the books where he “feels” something about it but i’m not sure – Edoardo Sep 8 at 7:19
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    @Nomenator In The Deathly Hallows, chapter “The Princes Tale”, when Dumbledore's portrait orders Snape to “give” Gryffindor's sword to Harry in the Forest of Dean, Snape asks: “And you still aren't going to tell me why it's so important to give Potter the sword?” – so I guess Snape didn't know about Horkruxes. – Max Merz Sep 9 at 22:10

The Order didn’t know of the Horcruxes so couldn’t look for them.

Dumbledore specifically told Harry not to tell anyone other than Ron and Hermione about the Dark Lord’s past or his having Horcruxes. Harry promised he wouldn’t tell anyone but them, and then made them promise not to tell anyone else, as well.

“Sir, am I allowed to tell Ron and Hermione everything you’ve told me?’

Dumbledore considered him for a moment, then said, ‘Yes, I think Mr Weasley and Miss Granger have proved themselves trustworthy. But, Harry, I am going to ask you to ask them not to repeat any of this to anybody else. It would not be a good idea if word got around how much I know, or suspect, about Lord Voldemort’s secrets.”
- Harry Potter and the Half-Blood Prince, Chapter 10 (The House of Gaunt)

Harry keeps to this promise, and doesn’t tell anyone else, not even other members of the Order he trusted like McGonagall, anything other than that Dumbledore gave them a mission that they had to keep secret. He actively pushed the Order away, insisting that he couldn’t tell them and refusing their help. Because of his promise, he didn’t want to involve the Order in any way, since he didn’t want them to know. He didn’t tell anyone anything more than that until he planned to die, when he tells Neville to kill Nagini if he can, though he didn’t actually tell Neville that Nagini was a Horcrux.

“Dumbledore had died knowing that three people still knew about the Horcruxes; now Neville would take Harry’s place: there would still be three in the secret.

‘Just in case they’re – busy – and you get the chance –’

‘Kill the snake?’

‘Kill the snake,’ Harry repeated.”
- Harry Potter and the Deathly Hallows, Chapter 34 (The Forest Again)

The three of them never told the Order about the Horcruxes, at least not while the Horcruxes were still intact and they were planning to find and destroy them, so the Order couldn’t help. The only reason Harry was even willing to give Neville any more information than his having a mission from Dumbledore is because he was planning to die, and was considered Ron and Hermione might be killed in the battle, so he wanted to make sure someone else would know to kill Nagini.

McGonagall did help by securing Hogwarts while Harry looked.

However, though the Order didn’t know about the Horcruxes, McGonagall helped Harry by securing Hogwarts against the Dark Lord and evacuating students while Harry searched for the diadem.

“You’re acting on Dumbledore’s orders?’ she repeated, with a look of dawning wonder. Then she drew herself up to her fullest height.

‘We shall secure the school against He Who Must Not Be Named while you search for this – this object.”
- Harry Potter and the Deathly Hallows, Chapter 30 (The Sacking of Severus Snape)

She told the other professors they all needed to secure Hogwarts while Harry did what he had to.

“Very well. He Who Must Not Be Named is coming,’ she told the other teachers. Sprout and Flitwick gasped; Slughorn let out a low groan. ‘Potter has work to do in the castle on Dumbledore’s orders. We need to put in place every protection of which we are capable, while Potter does what he needs to do.”
- Harry Potter and the Deathly Hallows, Chapter 30 (The Sacking of Severus Snape)

Harry only told her Dumbledore wanted him to find an object, but she still did end up helping in the search for the Horcruxes. She didn’t look herself, but she did help Harry while he looked.

The Order did not help in finding the Horcruxes due to the simple fact that they did not know about the Horcruxes. Harry never told anyone other than Ron and Hermione about them. In a way, he was following Dumbledore's steps, maintaining all the secrecy. Even to Neville, whom he entrusted the killing of Nagini, Harry did not explain that the snake was a Horcrux.
Here's the part from the last book that shows this (emphasis mine):

This was crucial, he must be like Dumbledore, keep a cool head, make sure there were backups, others to carry on. Dumbledore had died knowing that three people still knew about the Horcruxes; now Neville would take Harry’s place: There would still be three in the secret. “Just in case they’re — busy — and you get the chance —”
“Kill the snake?”
“Kill the snake,” Harry repeated.

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