If you fast travel to a city your horse will be waiting for you at the local stable.Provided you own it.Hope that helps.AzraelThe Nord with the Sword
Otherwise I would imagine you'll be back in the market for a new horse.
This reminds me of Oblivion when I was doing the Knights of the Nine ( visiting all the shrines) and at one I got attacked by a bear, my horse (prior maborels) tried to fight it, got wrecked and ran off the bear followed it and I never saw either again
