My wife has been playing on a single player world. Apparently, during lightning storms, there is a small chance that a skeleton horse will spawn. But woe to those who approach it! For as my wife found out, when you get close, lighting strikes the horse and spawns four skeletons riding skeleton horses. They are tough when together, but can be picked off once they separate, and will despawn after 15 minutes. However, if you just kill the riders, you can put a saddle on the horses and bam! Skeleton horse mount.