Unsure if it's a "classic" although it certainly has a place of honor in the horse girl canon, but I only saw Spirit: Stallion of the Cimmaron for the first time about a month ago. I really liked it! The animation is lovely and I like how they mostly avoided having the horses speak, apart from body language (could have done without the narrator though). The soundtrack was cheesy but I liked it, and I think the themes of freedom and anti-colonialism were very well done. Just a really good horse movie overall. I have not seen the sequel, it looks horrendous Dx
I also only saw Millennium Actress pretty recently, and that one was great as well. I liked the blending of fantasy and reality and the love story at the core of the film was a very sweet one. Very cool movie!