Odin's eight-legged horse Sleipnir has a rather raunchy origin story.
The Norse gods hired a giant to build an impenetrable wall around Asgard. The giant, with the help of his stallion Svadilfari, were about to meet the gods' impossible deadline when the trickster Loki stepped in.
The gods were frantic not to pay the price the giant was asking. Loki changed into a mare and led Svadilfari a merry chase until the giant couldn't meet the deadline. When Svadilfari finally caught up to mare/Loki, the inevitable happened, and Loki/mare gave birth to Sleipnir.