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Caesar, master of doing anything on grand scale, couldn’t ride just any normal horse. Here’s what Suetonius (who’s just as reliable as any other tabloid writer out there) reports: "He rode a remarkable horse, too, with feet that were almost human; for its hoofs were cloven in such a way as to look like toes. This horse was foaled on his own place, and since the soothsayers had declared that it foretold the rule of the world for its master, he reared it with the greatest care, and was the first to mount it, for it would endure no other rider. Afterwards, too, he dedicated a statue of it before the temple of Venus Genetrix”
According to Aristotle, there was a documented case of a horse that lived to be 75. A much younger (by comparison) stallion of just 40 years was still used for breeding, but the keepers had to use scaffolding to support the front legs during the act. The most infamous of them all: Incitatus, Caligula’s beloved horse, Roman citizen, senator and would-be consul. The horse had a marble stable, as well as its own slaves, furniture and rooms to receive house guests. It was invited to dinners at the palace and drank water from golden buckets. Incitatus was a race horse (the name means “swift”) and it’s was said to have never lost a race (though there’s no way of telling if that happened because it was indeed the best of the best or because it was the emperor’s darling. Chariot drivers and breeders would know, for sure, that it wasn't wise to mess with Caligula's favorite).
Allegedly, Caligula wanted to marry Incitatus, but, for the sake of the dynasty, decided to take a woman instead, hoping to produce a male heir as soon as possible. The emperor considered that Incitatus was devastated by this decision and sunk into depression.
There's bound to be lots of exaggeration in all this. For one thing, it’s very likely that Caligula appointed the horse as senator mostly in an attempt to humiliate the Senate and to display his power over the senators, then because he was actually mad enough to believe the horse could rule the empire. (Though it's rather possible the horse would have done a better job than Caligula himself.)
There was a saying in Latin - "Ille homo habet equum Seianum.", translating as “The man has the Seian (or Sejan) horse”. This goes back to the 1st century AD, when a man called Cneius Seius had a horse of incredible beauty, big, strong, and with a very unusual purple color. The horse had a long history of unlucky owners: Seius was killed by Marcus Antonius, and the horse was bough by the year's consul, Cornelius Dolabella, who was killed in combat. His arch-enemy, Gaius Cassius, took the horse, only to be killed by Antonius a bit later. Antonius took the horse, and, as we all know, his love story with Cleopatra went well for a short period of time, but then things turned sour and Antonius died as well.
Looking back, though, it’s difficult to say whether the horse was indeed bad luck, or it was just living in a period when the rich, famous and politically-involved had a very short life span.
Pausanias writes about the statute of a mare, located close to the temple in Olympia. According to him, the statue was neither good looking nor very lifelike, but that wasn't the opinion of the horses themselves. All stallions passing by went mad and tried to mount the statue, and considerable effort was needed from their caretakers to keep them moving. It pays to be in the service of a great conqueror, even for a horse, and Bucephalus, Alexander the Great’s horse, got his place not only in history, but also in legends and myths. Bucephalus was described as a massive, black animal, with a star on his forehead. Alexander won the worse while still a teenager, being the only one who could tame the wild animal. As legend goes, the horse was afraid of his shadow, and thus could only go towards the sun - this being the reason behind Alexander's conquests: he could not go back, because the horse wouldn't take him.
Apelles painted a portrait of Alexander the Great, riding Bucephalus. Alexander himself was not very happy about the painting, but the horse seemed to have taken quite a liking to it, to which Apelles had the audacity to declare that the horse had better taste than its master.
According to various sources, Bucephalus died either of old age, at 30, or due to injuries sustained in the battle of the Hydaspes. Either way, Alexander did what he knew best, he founded a city called Bucephala to honor the horse, probably close to modern-day town of Jalalpur Sharif, in Pakistan.
During the times of Emperor Septimius Severus, the Romans, who thought they had seen every possible creature in their amphitheaters, were presented with “the horses of the Sun”. Judging by the surviving descriptions, they were most likely zebras.