Running with the Horses — Alison Lester

Nina and her father live in a beautiful riding school famous for their Lippizaners--precious, rare performing horses.  Nina loves the horses that her father looks after, but she also loves Zelda, one of the old carriage horses who she sneaks out to see.  It's a perfect world for a little girl, although she has to compete with her father's work for his attention.  But a war is coming, one that will threaten their lives and the very existence of the school. 

When the city is under attack, Nina and Father are in charge of fleeing with the horses to a safe place across the border, but can they pass enemy soldiers, bombed out bridges and the fearsome cold of the Alps to get there?  And can Nina save her beloved Zelda, too?