Hi, Googling the topic and came across this site and thread.
I have started researching the topic of "horses with horns" from an archaeological viewpoint.
The most famous "horned horse" was in fact Alexander the Great's Bucephalus ("ox head"): various explanations have been offered to explain why the horse was so named, including that he may have had an unusual white face marking; that he was branded with an ox-head; or that he had large ox-like eyes.
Often no-one looks at the simplest explanation - that the horse may have, in fact, had "horns", or something that looked like it.
If, I thought, there had ever been horses with horns, there ought to be some still to be found. So off I went internet searching, and lo and behold, I found some horses with "horns".
Not cow-like horns, but small bumps on the forehead above the eyes, similar to the little hair-covered nubs that calves have - as shown in the photographs previously posted. They vary in size, sometimes occur singly but more commonly in pairs, and they occur at the rate of maybe 2 or 3 individuals per thousand in Thoroughbreds for example (suggests the research so far).
It appears that some "breeds" or "lines" have a higher rate of producing horses with the bony frontal skull bosses - among these the Moyle, the Carthusian Andalusian, and the Datong horse of China (Encyc of Horse Breeds).
There are references in historic literature to "horned" horses with admirable qualities of endurance and courage - possibly Persian and Nisaean horses, and perhaps the "Heavenly Horses" that China sought to acquire from Central Asia in antiquity.
As well as literary references, I went looking for explanations as to how the unusual feature formed and whether it was heritable; it appears that variations of growth of the jawbone and pressure points created during foetal development can give rise to the growth of the bony protuberances, and the higher rate of occurrence in certain lines suggests that it may be an inheritable characteristic, though data needs to be collected - it does also appear to occur randomly also (anecdotally, both my farrier and horse dentist had seen TBs with frontal skull bosses).
I have acquired some photos of a horse skull with the protuberances and they are bony and clearly visible on the skull.
Information gathered suggests that the Moyle/Mormon horses possess some particular physiological characteristics peculiar to the breed, as well as notable endurance qualities - I imagine if horses in ancient times possessed great stamina and quality and also had visible frontal skull bosses, these things would have been noteworthy, as a courageous mount was a thing of great value and esteem, and an unusual physical appearance would be a marvel.
My theory is that the source of the early "horned horses" may have been Central Asia or somewhat further East - not the Arabian, as I have not come across any examples of skull bosses in that breed as yet. (On another tack, it is likely that some of the progenitors of the TB were actually Turkoman horses, with names like Byerley Turk, Yellow Turk etc). It is possible that the Moyle lines came from Eurasia but that is merely speculation - research may produce more information.
The other thing I want to look into is whether any of the horse skulls that have been found in burials of Scythians, Pazykrys, Macedonians, Persians etc (where burial practices have allowed preservation) exhibit these frontal skull bosses.
Bucephalus was buried somewhere in northern India - one day, if the burial site is found and the famous horse exhumed, and if his remains have been preserved in that difficult climate - wouldn't it be amazing to see two frontal bosses on his skull?