Most criminals who are locked up as a punishment or to await trial are just confined in regular cellblocks or jails, but not all of them. Some are so dangerous that ordinary prisons just will not hold them. Others have secrets that cannot be allowed to be spread, or their crimes are so dreadful that they deserve a greater punishment then normal incarceration or even execution. In yet other cases the ruler had a nasty sense of humour...
Expansion from the Horse Brass item: Specific Armor charms.
Cooling Touch Charm: protects horse against extreme heat, and fire, magical and mundane
Jove's Favor: tin charm shaped by a lightning bolt that protects a horse primarily from natural lightning, but also potentially from lightning based attacks. In real life, lightning kills quite a few horses and cattle a year.
Hermes' Blessing: gold charm that grants the horse magic resistance, and perhaps immunity to cantrip level magics.
Vulcan's Steed: This large iron charm in epic fashion renders the steed invulnerable to iron weapons. Such things clatter off of the animal's hide like twigs.