At the beginning of the Emerald City scenes the horse of a different color is displayed in the 1939 film The Wizard of Oz. the cabbie drove a buggy pulled by a horse of a different color.
Four separate horses were used to create the effect of an animal that changes color from moment to moment; the filmmakers found that multiple color changes on a single horse were too time-consuming.
The ASPCA refused to allow the horses to be dyed. So instead, technicians tinted the animals with lemon, cherry and grape powdered gelatin to create a spectrum of colors, white, yellow, red, and purple.
The horses had to be prevented from licking the colored powder off themselves between takes. In the original script, the horse of a different color was striped colors and it talked.
In the original script, the horse and wizard joined the scarecrow, tinman, and lion to rescue Dorothy from the wicked witch and her crazed flying monkeys.