Nelly (TV Series)

Nelly (or Nellie) is the second horse featured in The Walking Dead (TV Series). She appears in Season 2 as a horse owned by Hershel. Daryl used her to look for Sophia. The horse appears in three episodes of Season 2 of The Walking Dead (TV Series) as well.

Greene Family Farm
Nelly was one of Hershel's horses in the TV Series, The Walking Dead. Hershel used her to work on his farm and help with manual labor. She worked well, but when she got really spooked, she took off running, as it is stated by Hershel.

Chupacabra
Daryl takes Nelly out for a ride, and to look for Sophia. When he comes across a cliff, he sees Sophia's doll sitting in the creek. Nelly sees a snake and gets spooked, throwing Daryl out of the saddle. Daryl then falls down the cliff and gets one of his arrows stuck in his side. Nelly then runs into the forest, just like Sophia, and is gone.

Secrets
Being able to find her way back, Nelly returns to the farm the next morning which brings up the topic of conversation between Dale and Hershel before Hershel puts her back in her stable and talks to Dale about the Walkers in the barn.

Pretty Much Dead Already
Daryl preps Nelly up the next day for yet another search for Sophia but Carol convinces him not to go and he should rest after suffering an injury. He gets angry and storms off leaving Nelly in the stable.

Beside the Dying Fire
When the barn was set on fire to kill and slow down the herd of walkers, it is unknown where Nelly's presence is at the time or if she even escaped the stable. With the farm overrun and the barn burnt to the ground, Nelly's fate is unknown if she either escaped the farm and lives in the wild, was eaten and devoured by the walkers or was killed in the fire.

Trivia

 * Though Nelly is supposed to be a female horse, the actual horse actor, Blade, is in fact a male horse.
 * Most of the cast and crew of The Walking Dead got to ride this horse due to practice for their roles as well as for entertainment.
 * It is mentioned that Sarah Wayne Callies, Lauren Cohan and Norman Reedus got to practice riding Nelly for their scenes with her.