You hardly expect there to be many reports of flying horses, which at this date seem a complete impossibility. However, in 1878 one was reported in West Virginia. A plowman saw quite a clearly outlined flying horse flying through the air. Or, rather, his motion was rather like that of a swimmer. He pointed te creature out to some other men who were scared by the apparition, but confirmed that they could discern it. Was it a mirage? Was it a nebular formation? was it a bird, a plane or....a flying horse?
It is interesting to note that a flying horse was reported recently in Mexico.
I have doubts that a genuine flying horse would be physiologically impossible. But who knows: I am not acquainted with the full gamut of physiological possibilities. If one lands in your backyard, however, I wouldn't try to ride it.