I had to fast travel to Bard's Leap Summit and when the loading screen stopped, my horse spawned next to me, floating in the air. Now what you have to know is that Bard's Leap Summit is a big waterfall...and the horse spawned right above it. When I climbed on it still floated, so I recorded the rest with my video camera. See the result below:
PS: Did anybody else had this weird bug/glitch? And if you go to the same location, does it happen to you?