I had just completed building a horse pen and was going to find some horses when suddenly lightning struck next to me and in spawned four skeletal horses with skeletons on their backs!
I quickly ran out the gate I had made and locked them in. They tried to shoot me, but in the process the skeletons hit each other. They then began shooting each other while I stayed outside and watched.
In the end, only one skeleton was left on a horse. I soon killed him off and we were left with four skeletal horses in a horse pen I had just made :)