Shadowfax
Shadowfax is a horse bred by the Rohirrim. He is one of the Maeras. Gandalf is the only rider that Shadowfax will have. After emerging from Fangorn Forest with Aragorn, Gimli and Legolas, Gandalf summons Shadowfax and rides him to Edoras.
After Théoden decides to evacuate the inhabitants of Edoras to Helm's Deep, Gandalf decides to ride north. Just before they depart from the Edoras Stables, Gandalf tells Aragorn to look for him on the morning of the fifth day from then. Shadowfax bears Gandalf with great speed and carries Gandalf north from Edoras.
On the morning of the fifth day from when he set out from Edoras, Gandalf and Shadowfax arrive at Helm's Deep just as Aragorn and Théoden ride out to confront Saruman's Uruk-hai Army. Gandalf had found Éomer and his force of Rohirrim and led them south. They ride to the rescue of the Rohirrim trapped at Helm's Deep.
Shadowfax bears Gandalf to Isengard where they check on Saruman after the victory at Helm's Deep. They then ride to Edoras.
At Edoras, Pippin takes the Palantir from Gandalf as he sleeps and Sauron sees the Hobbit. As a result, Gandalf decides to take Pippin to Gondor to warn them of Sauron's coming invasion.
Shadowfax swiftly carries Gandalf and Pippin to Minas Tirith and up its streets to The Citadel. Shadowfax later bears Gandalf and Pippin onto the Pelennor Fields when they ride to the aid of Faramir and the other Gondorians that are retreating from Osgiliath. Gandalf rides Shadowfax during the defense of Minas Tirith.
When Pippin discovers that Denethor means to burn himself and a gravely wounded Faramir, Pippin tells Gandalf. Shadowfax bears them to The White Tree and kicks the doors of the Tombs of the Stewards open allowing Gandalf and Pippin to save Faramir.
Gandalf then rides him to the final battle at the Black Gate of Mordor.