The origional "My Friend Flicka" series (My Friend Flicka, Thunderhead, Son of Flicka, & Green Grass of Wyoming) Not the one with Tim McGraw in it, but the older ones that actually go with the books written by Mary O'Hara.
Also, "The Silver Stallion" is good and so is "Misty of Chincoteaque (?)" (I can't spell that word... lol... It looks right, though)
And, you can't forget "Spirit; Stallion of the Cimarron"... Lol, so it's not a movie, well, it is a movie, but in cartoon form, but it's great!
Oh, I LOVE Wild Hearts Can't Be Broken. I also remember watching and enjoying (I think this is what it was called) The Horse in the Grey Flannel Suit when I was a kid. Can't find it anywhere though:( Which makes me think I forgot the correct name.