I heard on the commentary from the actors on "Two Towers" (extended
version) that Gandalf's horse, Shadowfax, was not easy to deal with. He
was well trained and all but did not like the filming process at all. He
hated the cameras and cameramen, and didn't see the point of doing a "take" over
and over. Gandalf's double really did ride him without a bridle or saddle
at a dead run but Gandalf usually had a clear string rein with a tiny bit
ring. It was edited out. Basically it was mentioned that he was
'very' intelligent and didn't always see the 'logic' (ha ha) of movie
making. I wonder what exactly he did to those cameramen.