There are 2 special horses:
Skeleton Horse,
Zombie Horse.

To get them, heres the commands:

Skeleton: /summon EntityHorse ~ ~ ~ {Type:3}
Zombie: /summon EntityHorse ~ ~ ~ {Type:4}

If you want them to be tame, then do these commands:
(Tamed)Skeleton: /summon EntityHorse ~ ~ ~ {Type:3,Tame:1}
(Tamed)Zombie: /summon EntityHorse ~ ~ ~ {Type:4,Tame:1}


Have fun with your new undead horses!