Nightmare
Nightmares are a monstrous species of equines that originated from Dungeons & Dragons. Like so many other D&D beasties, they owe their existence to the inherent playfulness of Gary Gygax and his buddies; in mythology, "Mara", or a "Night Mara", is an evil spirit in the form of a hag or goblin that likes to torment people by sitting on their chests in the middle of the night and filling their dreams with fearful imagery. This is where we get the term "nightmare" from. D&D decided to go for a pun-based interpretation, and created a race of fiendish horses native to the Lower Planes, characterized by their jet-black hides, burning manes, and famous for their ability to breathe fire, their supernatural speed, and their ability to travel between planes at will.
The image was so striking that nightmares of this sort have become adopted into fantasy consciousness, and few people are aware of the fact they were originally a silly joke.