Okay, for those of you who are about in the middle of the Dark Brotherhood 
questline: when you get the note from Lucien Lachance to see him at Fort 
Farragut, do so. When you get there he'll give you a mission; you need to commit 
a Puricfication of the Cheydinhal Sanctuary. After you do (in any manner of your 
choosing) go back to Lucien. He will reward you with his horse, Shadowmere (if 
you look closely you can see she has red eyes and a skull on the front of her 
bridle, in the middle of her forehead).
Okay, now to the glitch. Shadowmere is a "hero" character. Meaning? She cannot 
be killed. If her health is put to zero, she simply becomes unconscious. So: 
attack Shadowmere and knock her unconscious. Then open up her inventory. Place 
anything you don't need into her inventory and when she gets back up you can 
still use her to travel. Simply knock her out again and take anything you want 
back. 
NOTE: Even if Shadowmere respawns back at Fort Farragut, you can still go get 
her and she will still have your items.