In Global Horse Culture:
...from the Sudan, made of quilted fabric, and housed at the British Museum in London.
Image courtesy of Kaptain Kobold on flickr
The British Museum site describes the piece in more detail:
"This horse armour is made from several pieces of brightly coloured cloth sewn together. They are stuffed with kapok, the wool-like strands that surround the seeds of the silk cotton tree, creating a heavy garment. In full battle the war-horse would also have worn chainmail or pieces of leather across the flanks. A headpiece of metal and cloth completed the outfit. These colourful horses did not always go into battle but instead they were often used by the bodyguards for leaders. Quilted armour is still worn today but only on ceremonial occasions.This particular horse armour was probably used during the Battle of Omdurman (2 September 1898).... " (link) There is another caption here, describing more about the armor.
