Horse has his own place in our scriptures. Besides using it in war and for riding purposes, it has some other references too.

Sangyaa and Ashwinee Kumaar
The first mention we find is of Soorya's wife Sangyaa. Soorya Dev's first wife Sangyaa ould not tolerate Soorya Dev's Tej, so after giving birth to three children, she kept her shadow (Chhaayaa) with Soorya Dev and went to Uttar Kuru Desh to do Tapasyaa. At that time she changed her form also, to a mare. When Soorya Dev made out that Chhaayaa was not his real wife, He went to hs father-in-law Vishwakarmaa and asked him Sangyaa's whereabouts. He told him that she had gone to Uttar Kuru and was living there in the form of a mare. Soorya Dev went there assuming the form of a horse and wanted to make love with her, but Sangyaa wouldn't agree as she did not know who that horse was. Later Soorya Dev showed his real form and made love with her in the horse form and had a twins - Ashwinee Kumaar. Later they were appointed as Devtaa's Vaidya (traditional doctors). They had the head of horse.

Soorya Appears Again as a Horse
When Yaagyavalkya vomited out the knowledge given by his Guru Vaishampaayan Jee, he looked for better knowledge. he worshipped Soorya and pleased him. Soorya Dev appeared before him in the form of a horse and asked him to ask for a Var. He asked Soorya Dev to give him the knowledge which has never been given before to anybody else. Then Soorya Dev (in the form of horse) delivered him Shukla Yajur Ved to him. Since this knowledge was delivered by the horse's mouth, it is called Vaajsaneya Sanhitaa too.

Soorya's Seven Horses
It is said that Soorya's chariot is daily drawn by 7 horses - 7 colored rays.

Ashwashir (Dadheechi)
This is another name of Maharshi Dadheechi. Dadheechi knew Brahm Vidyaa very well, he taught it to Indra also, but Indra did not want him to teach it to anybody else, so when Ashwinee Kumaar expressed their desire to learn it from Dadheechi, Indra warned him that if he did so, he would cut his head. When Ashwinee Kumaar heard this they said, "No problem, we have a solution for it." They cut his head themselves, fixed a horse head, learnt Brahm Vidyaa from his horse head; and when Indra had cut his horse head, Ashwinee Kumaar replaced it with his original head. That is how he taught Brahm Vidyaa to Ashwinee Kumaar and that is why he is called Ashwashir also.

Hayagreev Daitya
Kashyap had a Daitya son named Hayagreev. Haya means horse, and Greev means neck, thus Hayagreev means horse-headed. He did a severe Tap for Devee and got a boon from her that he should be killed by himself only. After this he started troubling Devtaa, so Devtaa approached Vishnu. Vishnu tried but was unable to kill him.

Hayagreev Avataar
Since Hayagreev Daitya had such a boon that he should be killed by himself only, Vishnu had to assume the form of Hayagreev and then only He could kill Hayagreev Daitya.

Uchchashraivaa Horse
(1) This Divine horse came out of Saagar Manthan and was taken by Daitya Raaj Bali. He is considered the best horse.

(2) He is the same horse on whose tail Kadroo and Vinataa betted and Vinataa lost because Kadroo said that the horse's tail was black and Vinataa was sure that his tail was white. Then Kadroo said - "We will see tomorrow." Kadroo knew that she lied, but to prove herself true, she asked her black Naag sons to cling round his white tail and show it as black color tail because she said to Vinataa that his tail was black. Thus Vinataa lost the bet and she became the maid of Kadroo. Later when Garud Jee was born to her, he freed her by bringing Amrit for Kadroo.

Ashwamedh Yagya
There is very famous Yagya also on horse - that is Ashwamedh Yagya. This Yagya is performed to establish ones sovereignty over many kings in a huge area of land. Many kings have done it. Indra is said to have done 100 of such Ashwamedh Yagya. Normally it cannot be done without wife. When Raam did it He had already exiled Seetaa, so He had to keep a golden statue of Seetaa beside Him. In this Yagya, a protected horse is released to show one's sovereignty. Normally people accept the sovereignty, but if somebody does not accept it he shows this by catching the horse and challenge the guards to defeat him. If the Yagya doer wins it is OK, otherwise he has to surrender his sovereignty.

Horses on Prithvi
Pratardan's Horse - Pratardan was born in Chandra Vansh. Pururavaa's eldest on was Aayu. He married the sister of Raahu anf had 5 sons from her - Nahush, Kshatrvriddh, Rambh, Raji, and Anenaa. In Kahatravriddh's lineage a king was born named Divodaas. Dividaas' son was Pratardan. He was very qualitative. He was known by many names - he killed Madrashrenya Vansh that is why he was called Shatrujit (as Raavan's son Meghnaad was call Indrajeet  because he won Indra); his father called him Vats with affection so he was called Vats; because he always spoke truth that is why he was called Ritdhwaj; and he had acquired a wonderful horse Kuvalaya that is why he as called Kuvalayaashwa. (See  Vishnu Puraan, 4/7)

Horses or Indriyaan?
In Indian philosophy, horse is compared with our 10 Karm and Gyaan Indriyaan (Gyaan Indriyaan - ear, tongue, nose, skin and eyes; and Karm Indriyaan - hands, feet, mouth, anus, and reproduction organ). In Kath Upanishad - most Upanishad are based on Ved, it is said that - "Imagine your soul as the rider, body as the chariot, intellect as the charioteer, and mind as the reins, senses as the horses, desires as the pathways. When the soul is attached to a body with the mind and the senses, the soul is said to be the enjoyer. A person who lacks discrimination and has an unstable mind is unstable to keep his senses under control. He is like a charioteer whose chariot is yoked to vicious horses. The power of the senses is indeed great. Yet greater than the senses is heart, greater than the heart is reasoning power of the intellect. Finally, your soul, the God within your heart, is the greatest of all."

Horses and Elephants - Measure of Power
In olden times the strength of a man was measured by elephant's power, for example Bheem had 10,000 elephants strength; but now it is measured in horse power

Both animals were used in war also.