I've lost count of the number of times I've looked down at my Skyrim Shetland pony and wondered, with a long sigh, "Why are you not on fire." The obvious answer is that my clothes would disintegrate and the horse would eventually die, but perhaps the sheer spectacle would be worth it. Skyrim mod Blaze of Eventide fulfills that dearest wish, replacing boring horse hair and fetlocks with a coat of everlasting flame.
Specifically, Blaze the horse features "true flame effects", "fiery footprints", immunity from fire damage, plus it can "explode for massive damage" on cue. Of course, something as awesome as Blaze doesn't just appear out of thin air - you have to yell the magic words first. Once memorised, from a book in a small cabin to the northwest of Whiterun, you'll learn two shouts: Blaze Summoning and Blaze Deployment, the latter causing Blaze to detonate all over enemies of your choosing.
To add this wonderful self-immolating horse to your game, all you need do is follow this link to the mod's Steam Workshop page. Once installed, you'll never feel cold in Skyrim's snowy climes again.