If you select the Spanish audio track on the DVD and Blu-ray Disc, you will hear Viggo Mortensen dubbing his own character's voice. He is fluent in the language.
The horse who plays Al-Hattal is a black Arabian show champion named TC Bey Cedar. He is owned by Black Silver Arabians stables, located in Burson, California.
The final horse scene was filmed in Browning, Montana. 550 different horses were used in that scene. The horses all came from different owners, so to tell them apart, their hooves were branded.
One of the purebred Arabian horses is actually an Andalusian. Although it's not totally implausible that such a horse would be there, claiming it is an Arabian purebred is akin to claiming that the Chimichanga originated in Great Britain.