Asfaloth
From Tolkien Gateway
Asfaloth was the white horse of Glorfindel, and elf-lord of Rivendell. He was ridden by Glorfindel during the search for Aragorn and the Hobbits on their way to the valley. After he found them and the Black Riders attacked, Glorfindel dismounted and placed Frodo Baggins (the Ringbearer) on its back, then ordered it forward to safety at the Ford of Bruinen. Asfaloth was a remarkably fast horse, outpacing the black steeds of the Black Riders, even so that it reached the Fords first. He responded to commands in Sindarin.
In Peter Jackson's The Fellowship of the Ring, Asfaloth belongs to Arwen, who performs the function Glorfindel had in the book.