Well the Horse Whisperer comes to mind as well as all the Black Stallion movies. Many Documantaries on Phar Lap, Secretatiat ect... That's all that is coming to mind at the moment.
Hidalgo
Black Beauty
The Black Stallion
Return of the Black Stallion
Young Black Stallion (this one was actually not well acted but the horse and scenery was cool)
The Man from Snowy River
Return to Snowy River
Phar Lap (one of the VERY VERY VERY best horse movies ever)
I just bought a movie a couple of days ago called Shergar that I'm going to watch tonight.
The Long Shot and Flicka are my favorites (: The Long Shot is about a woman struggling with her daughter and her talented dressage horse. Flicka is about a girl who finds and tames a wild mustang, against her father's wishes (: Hope I helped!