Since the Elder Scrolls has never shown pitched battles(since sieges were more common like in real life and beth seems to be working on mounted combat) I've wondered Is Cavalry used at all in Tamriel and if so what types from Missle(Example: Horse Archers), Shock(example: Cataphracts & Knights), Light Cavalry(Scouts, chasing down those who flee the field) and Heavy Cavalry(Used to Flank infantry formations and easily deal with light cavalry). I think I can remember a mounted Imperial Watch in Oblivion but seems to be patrolling by himself.

The book about king Emeric (ESO) mentions dragoons.

RL dragoons are light cavalry wielding spear or saber and firearm. In the head, dragoons in ES would be similar to spellswords, but on horseback and with spears instead of swords.

http://www.imperial-library.info/content/khajiit-physiology-phases-and-forms tells that Khajiit use the Senche and Senche-rat breeds as mounts, with the latter being referred to as "battlecats" by imperials.

On the battlefield, a soldier's armor should reflect his principal duties. Scouts, light cavalry, archers, and raiding skirmishers should wear light armor.

http://www.imperial-library.info/content/manual-armor-0

18, Second Seed
Cavalry Detachment, granted shelter
Assigned to Tenmar outpost

http://www.imperial-library.info/content/stewards-registry

One thing the Emperor sorely lacked was cavalry, due to the limited space on the transport fleet

http://www.imperial-library.info/content/report-disaster-ionith

When the Nords attack a city, they take no siege engines or cavalry

http://www.imperial-library.info/content/children-sky

But not every battlefield features opposing troops arrayed in lines, keep walls to knock down, or cavalry to deflect

http://www.imperial-library.info/content/non-standard-techniques

Turning around, he saw the gem, the one he was to give to Laicifitra on the floor by the Atmoran cavalry shield

http://www.imperial-library.info/content/eslaf-erol-series-warrior-0

There you are, every mentioning of the word cavalry in TES