Bucephalus

Buchephalus (Ancient Greek: Βουκεφάλας, from βούς bous, "ox" and κεφαλή kephalē, "head", thus "ox-head") was a famed horse belonging to Alexander the Great. Bucephalus died shortly after the Battle of the Hydaspes in 326 BC, and is buried in Jalalpur Sharif outside of Jhelum, Pakistan.

Plutarch relates the story of how Alexander secured Bucephalus (here in John Dryden's translation):

"Philonicus the Thessalian brought the horse Bucephalus to Philip, offering to sell him for thirteen talents; but when they went into the field to try him, they found him so very vicious and unmanageable, that he reared up when they endeavoured to mount him, and would not so much as endure the voice of any of Philip's attendants. Upon which, as they were leading him away as wholly useless and untractable, Alexander, who stood by, said, "What an excellent horse do they lose for want of the experience and boldness to manage him!" Philip at first took no notice of what he said; but when he heard him repeat the same thing several times, and saw he was much vexed to see the horse sent away, he said: "Do you reproach those who are older than yourself, as if you knew more, and were better able to manage him than they?" "I could manage this horse," replied Alexander, "better than others do." "And if you do not," said Philip, "what will you forfeit for your rashness?" "I will pay," answered Alexander, "the whole price of the horse." At this the whole company fell a-laughing; and as soon as the wager was settled amongst them, he immediately ran to the horse, and taking hold of the bridle, turned him directly towards the sun, having, it seems, observed that he was disturbed at and afraid of the motion of his own shadow; then letting him go forward a little, still keeping the reins in his hands, and stroking him gently when he found him begin to grow eager and fiery, he let fall his upper garment softly, and with one nimble leap securely mounted him, and when he was seated, little by little drew in the bridle, and curbed him without either striking or spurring him. Presently, when he found him free from all rebelliousness, and only impatient to run, he let him go at full speed, inciting him now with a commanding voice, and urging him also with his heel. Philip and his friends looked on at first in silence and anxiety for the result, till seeing him turn at the end of his run, and come back rejoicing and triumphing for what he had performed, they all burst out into acclamations of applause; and his father shedding tears, it is said, for joy, kissed him as he came down from his horse, and in his transport said, "O my son, look for a kingdom equal to and worthy of thyself, for Macedonia is too little for thee."

In the 1988 movie The Adventures of Baron Munchausen (film), the Baron's white stallion is named Bucephalus, and on several occasions rescues the Baron from a pinch.