Snippy was Maga's horse when she was a child. In September of 1967, witnesses (including Maga) at the King Ranch saw bright lights and heard paniced horses late in the night. The next day, they discovered that Snippy had been killed -- and stripped of flesh from the neck up. The wounds documented are, to this day, unexplainable. At the time, Snippy's story was published in Spain, Italy, Japan and Germany, making him a far more famous horse than Man O' War.
Curiously, it really wasn't Snippy at all that was killed -- it was Lady. But due to a reporter's error, Snippy went down in UFO history.
For a pretty good story about the Snippy legend, click the link below.