Well, let's try this:
I've played Fallout, Fallout 2, Fallout: Tactics and Fallout 3 and yet I've never seen a horse (nor a cat for that matter).
Nor have I've seen cows - but those are just tall tales anyway, everybody knows there's no such thing as a one-headed brahmin.
Let's face it - horses don't seem to survive well in the universe of Fallout. Might have to do with all those nasty critters running around eating anything they come across. Well, that and those nukes that destroyed earth pretty much...
Also, Bethesda isn't a big fan of sharing content between games. Including from Oblivion to Fallout 3.