with no other context I would assume a reference to the biblical depiction of death.
And I looked, and behold a pale horse: and his name that sat upon him was Death, and Hell followed with him. And power was given unto them over the fourth part of the earth, to kill with the sword, and with hunger, and with death and with the beasts of the earth.
It is a reference to the lines of the film actor of the captain of Titanic in the 1997 film being the same actor who played King Theoden of Rohan (a horse-riding people) in the Lord of The Rings trilogy by Peter Jackson.