Horses in Mythology: -
Arion - an immortal, extremely swift horse
Bucephalus - semi-legendary horse of Alexander the Great
Pegasus - a winged horse (already used by Rolls Royce for the harrier engine tho

)
In Literature: -
Concorde - the mount of Sir Lancelot in Monty Python and the Holy Grail (not a real horse, but a page banging coconuts together)
Shadowfax - from The Lord of the Rings by J. R. R. Tolkien
Silver Blaze - eponymous hero of a Sherlock Holmes story by Arthur Conan Doyle
Maybe one of these takes your fancy?