It started in 1879 with the American paleontologist O.C. Marsh and the famous evolutionist T.H. Huxley, known as Darwins bulldog. Since then, many museums and popular books have presented a neat series starting from the dog-sized, four-toed dawn horse or Eohippus, which supposedly lived 50 million years ago.
The next creature is usually a larger creature like Mesohippus, which had three toes. The next one was larger still, for example Merychippus, which had two of the toes smaller than the third. Finally, there is the large modern horse, Equus, with only one toe, while all that is left of the other two are vestigial splint bones.3 Some of the diagrams also show trends in tooth changes, with increasing hypsodonty (high-crowned teeth). This is supposed to demonstrate a change from browsing on bushes to grazing on grass.
http://www.answersingenesis.org/docs/4117.asp
I do not think anyone would object to placing older extinct animals in with horses, for lack of any place else to classify them. But just to classify them that way is not evidence that one evolved into the other. It is only evidence that there are older extinct animal, that have a similarity to more modern animals.