I've had it right from the beginning of the game, my faithful steed. We've been all over Skyrim and I never fast travel. He (or she) seems to have run away during the battle for Whiterun. Is there any way to get it back at all?

If your horse ran away at the first sign of trouble... do you want it back? Are you sure it was a horse and not an oversized chicken?

Easiest way... fast travel to a location. Could even be a location you're standing right beside so you don't feel like you really "fast traveled" anywhere. Other than that... go walking around with a carrot may work.

Horses are brave and will often fight anyone instead of running away. Your horse is probably dead.

Yeah it's probably dead I'm afraid, horses die very easily in Skyrim.