Here are 5 famous horses from antiquity:
Incitatus was the horse of the emperor Caligula. Caligula loved his horse so much that he fed it oats mixed with gold. It lived in a stable made of marble, ate from an ivory manger, slept under purple blankets (purple dye was very expensive at the time), and wore a collar of precious gems. Caligula also tried to make his horse consul (the highest political office)- though this was possibly only because it seemed like a better option than the rest of the Roman aristocracy around at the time.
Bucephalus was the horse of Alexander the Great. Alexander succeeded in taming this fearsome horse when he was only 10 (or possibly 12) years old. Bucephalus served Alexander well in battle, but was eventually fatally wounded at the battle of Hydaspes, where Alexander established a city, called Bucephala (in modern day Pakistan) in honour of his faithful horse.
Pegasus was a mythical winged horse, which sprang from the neck of the monster Medusa when the Greek hero Perseus chopped off her head. Pegasus helped another Greek hero Bellerephon in his fights against the Chimera and the Amazons.
The Mares of Diomedes were four uncontrollable, fire-breathing, person-eating horses belonging to the giant king of Thrace, which Hercules had to steal as one of his 12 labours. Eating made the horses somewhat calmer, so Hercules killed Diomedes and fed him to his own horses. Bucephalus is said to have been descended from these (mythical) horses.
The Trojan Horse was, of course, not a real horse, but a wooden one. It was built by the Greeks after they had tried unsuccessfully for ten years to capture the city of Troy. The Greeks sailed away from Troy leaving it on the shore, and when the Trojans found the horse they assumed that the Greeks had built it as an offering to the gods and took it inside their city. Unfortunately for the Trojans it was filled with armed soldiers, who snuck out at night, killed the guards and opened up the city to the Greeks who had sailed back under cover of darkness.
[This post is dedicated to Madeline in my year 8 class, the biggest hippophile I know.]