Hm.
Ixion ("father" of centaurs, but a crazy ass who was brutally tortured)
Chiron (wise centaur dude)
Diomedes (possessed man-eating horses)
Putorius (Latin for "fetid odor", attributed to skunks)
Spilo (Greek for "spotted")
Chiaroscuro (Italian meaning "light-dark", used in art terminology to describe a certain type of high contrast modeling)
Apis (a Greek name describing a late Egyptian god worshipped solely in the form of an actual bull, who was said to have very particular black and white markings including white triangle on forehead

)
Incitatus (Caligula's horse)
...A list of Greek "immortal horses", from
http://www.theoi.com/Ther/Hippoi.html
LIST OF HIPPOI ATHANATIOI ABRAXAS An alternative name for one of the four immortal horses of the sun-god Helios.
AITHON (1) One of the fire-breathing steeds of Ares. AITHON (2) An alternative name for one of the four immortal horses of the sun-god Helios. AITHOPS One of the four immortal horses of the sun-god Helios.
ANEMOI, THE The gods of the four winds, who in the guise of horses drew the chariot of Zeus.
AREION An immortal horse owned by Herakles and later the hero Adrastos.
BALIOS One of a pair of immortal horses gifted to the hero Peleus by the gods. The drove the chariot of his son Akhilleus in the Trojan War.
BOREAS The god of the North-Wind who, in the shape of a horse, drew the chariot of Zeus. BRONTE One of the four immortal horses of the sun-god Helios. EUOS One of the four immortal horses of the sun-god Helios.
EUROS The god of the East-Wind who, in the shape of a horse, drew the chariot of Zeus.
HARPAGOS One of the immortal horses of the Dioskouroi twins.
HIPPALEKTRYON A creature with the foreparts of a rooster and the rearparts of a horse.
HIPPOKAMPOI Fish-tailed horses of the sea, four of which drew the chariot of Poseidon.
KONABOS One of the fire breathing steeds of Ares.
KYLLAROS One of the immortal horses of the Dioskouroi twins. LAMPOS One of the two immortal steeds of the dawn-goddess Eos.
NOTOS The god of the South-Wind who, in the shape of a horse, drew the chariot of Zeus.
PEGASOS A winged immortal horse born from the neck of Medousa. PEGASOI A breed of winged immortal horses. PHAETHON One of the two immortal steeds of the dawn-goddess Eos. PHLEGON An alternative name for one of the four immortal horses of the sun-god Helios.
PHLOGEUS (1) One of the immortal horses of the Dioskouroi twins.
PHLOGEUS (2) One of the fire-breathing steeds of Ares.
PHOBOS One of the fire-breathing steeds of Ares.
PODARKES One of a pair of immortal horses owned by Erekhtheus king of Athens. PYROIS An alternative name for one of the four immortal horses of the sun-god Helios. SKYLLA One of the eight immortal horses which drew the chariot of Poseidon. STEROPE One of the four immortal horses of the sun-god Helios. STHENIOS One of the eight horses of the sea-god Poseidon. THERBEEO An alternative name for one of the four immortal horses of the sun-god Helios.
TROJAN HIPPOI, THE The twelve immortal horses owned by the Trojan Kings Erikhthonios and Laomedon. They were promised to Herakles as reward for rescuing princess Hesione from a sea-monster.
XANTHOS (1) One of a pair of immortal horses gifted to the hero Peleus by the gods. The drove the chariot of his son Akhilleus in the Trojan War.
XANTHOS (2) One of the immortal horses of the Dioskouroi twins.
XANTHOS (3) One of a pair of immortal horses owned by Erekhtheus king of Athens.
ZEPHYROS The god of the West-Wind who, in the shape of a horse, drew the chariot of Zeus.
Or you go even go Assyrian or Akkadian or other ancienty...I always though it'd be fun to name an animal Ashurbanipal or Esarhaddon
