You know Spain does have some strange customs many of which involve animals. This picture (from the Guardian) shows a horse running through a fire.
This custom takes place at San Bartolomé de Pinares in central Spain on St Anthony’s day in January. It is meant to rid the horses of bad spirits and apparently does not spook the animals. They are soaked with water first to prevent them from being burnt.
I can’t imagine that they enjoy the experience.