Centaur
A mix of man and horse. Also known as a way for /d/ to feature more horse cock without being accused of bestiality.
Who were they?
The Centaurs was a mythical creature from Greek myth, who lived as a barbarian tribe alongside the human Lapiths, another mythical culture. The Lapiths invited the Centaurs to one of their weddings, and then things went haywire very, very fast. Though the Centaurs had been benevolent beforehand, the turned on a plate during the wedding, trying to rape the women and kill the men of the Lapiths. This ended up as one huge brawl, ending with a Lapith victory. This was the Greek way of saying "Hey, nature? You suck.".
Warhammer 40K
Though he Centaur in and of itself haven't been discovered as of yet in the dark millenium (it is perfectly possible that they exist somewhere in the galaxy, mind you), the Interex had a heavy infantry platform which had the shape and appearance as the Centaurs of myth. The human soldier was fit into the front of a mechanical, horselike body, (where the head would've been on a real horse) so only the upper body was visible - They even went so far as giving the soldiers laser-crossbows.
Though most would argue that this was freaking awesome, they were exterminated by the Imperium, and as far as we know, the Mechanicum haven't kept anything from the Interex... But who knows, maybe the next Imperial Guard Supplement will include cyborg horse-human hybrids. You can't know with GW these days.
Also, the zoats.
Warhammer Fantasy
The closest example fantasy has for Centaur are Centigors. A type of Beastmen whose upper part is that of a Gor(humanoid goat), and the standard lower horse part. Centigors are the Beastmens primary cavalry unit, they are good as shock troops and charging into the fray at lighting speed. Now if only their stats match their lore.
If thats not enough then things get bigger. With Dragon Ogres, because regular centaur isn't awesome enough. Dragon Ogres have the upper part of an Ogre and their lower parts are four dragon like legs. These Ogres made a pact with the Chaos Gods that they would serve them, in exchange for immortality. They are one of the oldest creatures in the Old World, and are supercharged with lightning. The oldest and largest Dragon Ogres are Shaggoths.