'Shadowfax, King Of The Mearas

The Mearas (singular Mearh) were a breed of wild horses in the north of Middle-earth. Their lifespan is similar to Men's and their intelligence and strength are extraordinary. They surpass normal horses in the same degree that Elves surpass Men.

They descend from Felaróf, who was tamed by the first King of Rohan, Eorl the Young, and perhaps ultimately from Nahar, horse of the Vala Oromë. Ever since, they have been the mounts of the King and Princes of Rohan alone. During the War of the Ring, however, Gandalf the Grey's friendship with Shadowfax, lord of the Mearas, led to Shadowfax allowing Gandalf to ride him at the end of the Third Age.
(info thanx to Wikipedia)