My horse falls through solid blocks when I jump off of it. The first time, the horse died, second time, I managed to dig it out, but had to follow the sound of it breathing to even find it. The first instance happened on dirt, the second, a gravel path in a village.
Is this still an issue in the most recent versions (currently that is 1.10.2, or 16w42a) of Minecraft? If so, please update the affected versions and help us keeping this ticket updated from time to time.