Older Than Feudalism: A special mention to Zeus/Jupiter in Greek and Roman mythology: not only is he an unfaithful god who seduces human women, he takes the appearance of various animals (swan, bull (!), a shower of gold, etc.) to do so.
The wife of the King of Minos mated with a sacrificial bull sent by the gods and gave birth to the minotaur. This was as punishment for Minos refusing to sacrifice it.
Centaurs love this trope, in both behavior and origins.
Satyrs constantly go after human and/or nymph women.
In many myths, demons are unable to breed naturally, and must instead mate with a human, producing a demonic offspring. Hence the Incubi, Succubi, and various other Horny Devils.
The Hippogriff, half-horse, half griffin. As griffins eat horses according to mythology, it was seen as a metaphor for a impossibly improbable thing, especially since the Hippogriff was never believed in, even at a time when griffins themselves were believed in.
To avoid paying for the construction of Asgard (by triggering a late completion clause), Loki turned intoa mare in heat so the builder's horse would run off. He gave birth to Sleipnir, the eight-legged horse of Odin, who carries the honored dead to Valhalla. Loki's other animal children include the great wolf Fenrir and the Midgard Serpent, destined to kill Odin and Thor respectively.
The Japanese seem to be most fond of this trope, which could explain why this regularly appears all the time in their popular culture.