The Przewalski’s horse is the only truly wild horse existing today. They are dwelling in Mongolia. Any other horses roaming free are actually feral horses, e.g. mustangs.

Mustangs originally descended from horses brought to America from Spain. Because today's mustangs descended from domesticated horses, they are described as feral. These feral horses are untamed members of the domestic horse subspecies, and should not be confused with the two truly "wild" horse subspecies (Tarpan and the Przewalski's horse) that extended into modern time. But the Tarpan went extinct in the 19th century, so the Przewalski's horse became the only true wild horse in the world.

More Info: en.wikipedia.org