The Granian is a breed of Winged horse. They are grey and very fast. A Granian is one possible corporeal form of the Patronus Charm.
The Norse hero Sigurd (Siegfried in the Germanic version) had a horse named Grani ('grey') that ran more swiftly than the wind. Grani was the foal of Sleipnir, the steed of Odin, who was in turn the foal of Loki, when he assumed the form of a mare.