This horse played Shadowfax in The Two Towers, and The Return of the King
While Blanco gets most of the recognition for his rôle as Shadowfax, he was, in actual fact, the galloping double for Domero, a PRE stallion who is the horse seen in close-ups and with Ian McKellen. See Sir Ian’s blog post on the horses of Middle-earth here.
As far as I am aware, the pictures of Shadowfax in the photoset above are all of Domero, who has a longer face, with a convex profile, and a darker muzzle than Blanco, who has a large snip and cream coloured hooves.
Domero was diagnosed with melanoma, and was euthanised in 2003. Blanco, however, was bought by Cynthia Royal, and lived out the rest of his days in California.