Rocinante was a fictional horse created by writer Miguel de Cervantes. He was the steed of the Don Quixote, the old man who thought he was a knight. Originally published in two volumes, in 1605 and 1615, the book Don Quixote is usually presented as one long volume in modern times.
In 1986, a young Spanish boy named Humberto de la Torres could not get enough of reading Cervantes' book. When the boy's family found themselves threatened by a three man biker gang consisting of thugs Black, Red and Yellow, the ghost of Don Quixote appeared out of the fallen book to aid Humberto and his parents.
The Ghost of Rocinante first appeared in the episode The Ghost Of Don Quixote.