A horse of Rohan, the chief of the Mearas. (someone did ask) Like the other mearas, Shadowfax was a grey/silver stallion and can understand the speech of Men. He was also seemingly fearless (although the shriek of a Fell Beast frightens him in the battle of Minas Tirith in the film adaptation), and can run faster than any other horse in Middle-earth. He is tamed by Gandalf and granted as a gift to him (after Gandalf had borrowed him for some time) by King Théoden of the Rohirrim. No Man could tame Shadowfax. He would not tolerate a bridle or saddle (so i guess that would include shoes) and only carried Gandalf by choice. The great horse also bore a hobbit, Pippin and the dwarf Gimli, (both times with Gandalf riding) for a short time during the War of the Ring. His name could be translated as Shadow-hair, Old English feax meaning \"hair\", and \"fax\" is an old word for a horse\'s forelock: thus the image evoked by the name is a whitened grey with a still-dark forelock. The name Shadowfax derives from the horses Skinfaxi and Hrímfaxi in Norse Mythology.
(wiki)