Ahem, Thor doesn't have a horse, Odin has a horse, with 8 legs. I believe Thor has a goat if memory serves me correctly. 
 
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Actually, Thor spent too much time with Loki. Odins horse has been reported missing from the stable...  
  
Besides, he has an attractive wife, he doesn't really need the goats. 
 
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Yeah sure, Sif is hott till loki comes along and shaves her head.