In God of War series
God of War: Chains of Olympus
Eurus is to be awakened by Kratos after Helios' disappeared and Morpheus took control over the lands. After Kratos awakened him, the Horse God took the Chariot of Helios right to the Sun God himself: in the Underworld.
God of War III
While its is not currently stated, the Horse God of Wind is supposed to be driving the Chariot of Helios through the sky during the battle against Kratos and Perses. It is known that the Chariot of the God of Sun will be crushed and Helios himself killed, so its assumed that the Horses of Helios will be killed too.