Destrier

Destrier was the horse of Caspian X, who used the horse to escape from his uncle's kingdom shortly before the Narnian Revolution began. Caspian was knocked off Destrier during a storm and Caspian was taken in by the Old Narnians, while Destrier ran back to Miraz's castle alerting the Telmarines of Caspian's escape.

Prince Caspian Movie
According to the movies, Caspian lends Destrier to Susan when she and Lucy head out to meet with Aslan. It is assumed that the horse was rescued during the raid on the castle. Lucy jumps off the horse and goes with Aslan, and the disposition of the horse afterwardsis not mentioned.