Apparently there were two Shadowfaxes; the horse used in long shots was called Demero and died of melanoma several years ago. The horse that just died very recently was called Blanco; he was the one used in close-ups, and is the one seen in that magnificent scene in The Two Towers when Shadowfax is called by Gandalf, and we see him run from a distance and right up to Ian McKellen. Done in one take, no less!!!
Rest In Peace, Blanco!!!
Sorry if this Post isn’t correctly formatted, I have never started a post to FR before!!
There is also a pretty good New Age/Jazz band by that name.
http://www.youtube.com/watch?v=5AMyjWL81_c