Today I went to Riverwood to sell some weapons I picked up in a cave. Upon leaving the Riverwood Trader's shop I saw an assassin, wear Dark Brotherhood clothes trying to kill my horse! I would think this is weird anyways, but I belong to the Dark Brotherhood. Upon further investigation there was no contract on her. Is this game trying to incorporate a mafia reference or something?! Has this ever happened to anyone else or am I just unlucky?

Yea, some time even the Dark Brotherhood make mistake in their targets. Also, may be some in DB actually wanted you to die??!!!

Obviously the hit was on the horse.

He doesnt like animals, Duh!

Obviously

Your horse is a competitor assassin, the DB was actually trying to save you for what would later end up being you're own demise.

I take it back, Your horse stole his sweetroll, Thats why.
(I just checked that Assasins Facebook Status)

The Black Sacrament was performed. Maybe you pissed someone off and they knew they couldn't get you directly, so they attack your horse? I hope you didn't let him get as far as putting the horses head in between your sheets?

Well, buy a new horse then? Easy enough.