Aragon (Marvel) is the flying horse of the Black Knight and probably the most famous horse in the Marvel universe.
Comet (DC) is the most prominent horse in the DC universe and has a very weird origin story. In this scenario, Supergirl is treating a man like a horse which has all sort of fetish implications and specifically is animal roleplay.
Asperii – TSR 2173 Monstrous Compendium Annual Volume 4
Black Unicorn – TSR 2166 Monstrous Compendium Annual Volume 3
Bloodmare – Creature Collection I
Celestial Charger – D&D 4th Edition – Monster Manual 1
Coreanic Steed – Creature Collection I
Ethereal Destrier – Creature Collection III. Savage Bestiary
Felsteeds – World of Warcraft Monster Guide
Hornsaw Unicorn – Creature Collection I
Moon-horse – TSR 2158 Monstrous Compendium Annual Volume 2
Nightmare – D&D 4th Edition – Monster Manual 1
Unicorn – D&D 4th Edition – Monster Manual 1