if you fast travel around, your horse goes with you... (if you OWN one) if you stole it.. I'm not so sure... however... watch out... if it takes TOO much damage... it will die... but it takes a lot.... i mean... A LOT... as in... it takes falling off a cliff and being beaten up by 2 imps, a wolf, 3 scamps and a bandit arher and axeman...... I couldn't kill them all fast enough after knocking the horse silly jumping off a really high cliff....