Sleipnir
Sleipnir is an eight legged horse was born of Loki during the rebuilding of the walls, following the Aesir-Vanir War.
The Jotun who was doing the building work had made a bet with Odin that he would get it finished within a short time; Odin had bet he wouldn't. When it looked like he would lose this bet, he bade Loki sort the problem with his tricky ways. Loki's solution was to transform into a mare and distract the Jotun's powerful horse so that stone could not be moved. This resulted in Sleipnir.
Sleipnir was gifted to Odin. He had the ability to ride across the skies, and took Odin everywhere. When Odin was slain by Fenrir, the wolf could not kill his half-brother. Freya picked Sleipnir up on her way back to the bifrost during the retreat to Asgard; he resides with her now in Folkvangr.