If you had ancestors in the western Roman Empire who had anything to do with horses, they may well have venerated the horse goddess Epona. She was a Gaulish deity who made the step up to Roman cult figure, probably because everyone loves horses and the Italians hadn't thought up a horse divinity of their own. European culture is sprinkled with little Celtic survivals: throwing coins into fountains, counting in twenties (e.g. quatre vingt deux), carving human heads into cathedrals. Chances are good we call small horses ponies on account of her.
Here's a whole Epona site.