Centaurs would an obvious one. Hellhounds and Werewolves would probably be able to outrun a horse due to pure stamina.
Most flying Mamono like Harpies, Wyverns and Griffons would be able to fly faster than a horse.(considering that Horses are actually food to Griffons)
And if you got a Wurm or Sandworm on your tail, even with a horse, good luck trying to outrun that as one simply smashes her way through any obsticle while the other can literally swim through the sand.