Horses in Norse Mythology

So I saw the movie Thor last night. I admit freely that I have in my time been something of a comic book geek. I adore the X-Men, and since their movie, most of the Marvel superhero movies have been very well done. I really enjoyed the movie, and Chris Hemsworth made a nice piece of Norse god eye candy. There were also a couple of fun scenes where they got to ride horses, flat out across the rainbow bridge. So I decided to post about horses in Norse mythology.

Now being the comic book/X-Men geek I am, the first thought that came to mind was Valkyries. In New Mutants, Danielle Moonstar (Psyche, Mirage, Moonstar, pick your code name) became a Valkyrie on a trip the New Mutants accidentally took to Asgard, when the winged steed Brightwind chose her. So on the assumption that this bit of comic book lore was based at least partly on fact, I went exploring.

So while, according to Wikipedia and several other websites, the Valkyries did indeed "fly" there seems to be no evidence, other than a few modern artistic renditions that the horses of the Valkyries had wings. In fact I have not found much about them at all, other than this snippet here .

A Valkyries horse was created from air, and when they traveled to Earth, frost and dewdrops would fall from their manes onto the ground. The Valkyrie was also Odins messengers and when they ride forth on their errands, their armor causes the strange flickering lights known as the “Aurora Borealis” or Northern Lights. 

The part about the Northern Lights can be found in Bulfinch's mythology, but I can't find what his source material for that assertion was. As for the bit about the dewdrops, I cannot find source material.

I have also discovered that many sources and translations believe that they did not ride horses at all, but rather  wolves. Also that they were associated with either Ravens (traditional carrion eaters, which could easily be associated with battlefield mythos) or Swans, when their "Choosers of the Slain" moniker became more romanticized as they were thought to be selecting the fallen warriors to be taken to Valhalla and help Odin when Ragnarök arrived.

Close up of Sleipnir on Tjängvide image stone

Disappointed, I went looking for a more verifiable Norse horse, and found Sleipnir. I can find many historical sources that reference Odin's 8 legged steed. Sleipnir, a grey horse, depicted as the son of Loki, is said to be the best of horses. (As is only fit for the Allfather of the gods.) Sadly, in the movie, Odin does not ride, so Sleipnir is not present. Then again, there were not any Valkyrie about either.