The Black Horse is Thelonious's steed seen in "Shrek 4-D" (or "The Ghost of Lord Farquaad"). It appears only in the beginning of the film during the first chase scene. Afterwards it's never seen again.
It does however make a return in Shrek Smash and Crash Racing as Thelonius' kart. Unlike the film it debuted, the horse now has glowing red eyes.
The Black Horse in Shrek Smash and Crash Racing.