The entire sequence with the blacksmith when Spirit is captured for the first time.
A Double Entendre in the Norwegian dub when Spirit monologues "Mares." after Rain's whinnied at him for nearly attacking Little Creek; the norwegian word for "mare" is also a rude name for women, pretty much meaning "bitch".
This is also funny because practically everyone who has ever ridden horses has had a "mares" moment, as mares are notoriously crazy/difficult.
Everything happening to poor Murphy Even the cavalry horses are laughing at him.
How about that one soldier that gets knocked into a pile of manure during Spirit's escape?