The Cleveland Bay is a horse breed originated in England during the 17th century. The breed was named after its coloring, and the Cleveland district in the North East of England. It is a well muscled horse, and has legs that are short but in relation to the body. It is also the oldest established breed in England, and considered the only non-draught horse developed in Great Britain. The ancestors of the breed were developed in the Middle Ages for use as a pack of horses due to their strength and stamina. These pack horses were crossbred with Arabians and Thoroughbreds to create the Cleveland Bay of today. Over the years however, the horse became lighter and was made into a wonderful breed to pull carriages and wagons.
Note: prices listed on this page are based upon the player having neutral honor and playing the game on Normal difficulty. If the player has high honor, the selling price will be decreased by 50% everywhere except Thieves' Landing. Low Honor increases selling price by 50% everywhere except Thieves' Landing. While playing the game on Hardcore difficulty, money is more scarce and the base, neutral honor price of each item will be slightly lower.
The Cleveland Bay can be purchased in the singleplayer campaign for $250. It is given to John Marston at the beginning of Red Dead Redemption by Bonnie MacFarlane (unless the player has the Red Dead Redemption Game of the Year edition, in which case she gives the War Horse). The Cleveland Bay is known for having normal speed and stamina. It is a mahogany bay with a few light hairs on the mane and tail.
It is the horse that is used when replaying story missions. In multiplayer, the horse is unlocked at level 22. It is the first horse obtained in Undead Nightmare, by either calling for it or going into the barn and getting it.
As stated above, it seems Rockstar intended for this to be the default horse in Red Dead Redemption.