Per Wikipedia:
The inspiration to write the song was a 19th-century circus poster for Pablo Fanque's Circus Royal appearance at Rochdale. Lennon purchased the poster on 31 January 1967 at a Sevenoaks antiques shop while the Beatles were filming promotional films for "Strawberry Fields Forever" in Sevenoaks, Kent.[9] Lennon claimed years later to still have the poster in his home.[10] "Everything from the song is from that poster," he explained, "except the horse wasn't called Henry."[11] (The poster identifies the horse as "Zanthus".)