I remember one of my favourite books when I was a child was one by Marguerite Henry called "King of the Wind" and it was the story of how the Arab stallion Sham came to be owned by the Earl of Godolphin and subsequently became known as the Godolphin Arabian, one of the foundation sires of the Thoroughbred breed. It’s mostly fiction of course, but I’ve always loved the story.
This is from the http://www.godolphin.com website:
The Godolphin Arabian died at Gog Magog, near Cambridge, in December 1753, aged 29 years. He was given a wake with cakes and ale and solemnly buried under a gateway at the stable. A stone slab marked his gravesite, which still exists today within the Wandlebury Ring. The stable cat, Grimalkin, who often featured in the horse’s portraits and with whom he shared a long friendship, reportedly died of grief soon after.