It can be any kind of book or movie, from training books/movies to fantasy, short stories to novels, informational videos to stories.
My favorites are:
Green Rider series by Kristen Britain
Rhiannon's Ride series by Kate Forsyth.
Oh and of course the Black Stallion books by Walter Farley. :3
The New Adventures of Black Beauty (TV Series from 1992)
Spirit: Stallion of the Cimmarron
And of course, Saddle Club when I was younger.