The Horse of a Different Color was a horse who drew the carriage in the opening Emerald City scenes of the 1939 MGM film The Wizard of Oz. The Cabbie (Frank Morgan) drove the carriage drawn by it. It would periodically change colors, hence its name.

Four separate horses were used to create the effect of an animal that changes color from moment to moment; the filmmakers found that multiple color changes on a single horse were too time-consuming. The ASPCA refused to allow the horses to be dyed; instead, technicians tinted them with lemon, cherry, and grape flavored powdered gelatin to create a spectrum of white, yellow, red, and purple. They had to be prevented from licking the colored powder off themselves between takes.

More Info: oz.wikia.com