At the 2019 Preakness Stakes, jockey John Velazquez fell off his horse Bodexpress at the start of the race, but Bodexpress continued to finish the race. Officially Bodexpress received a "DNF" (Did Not Finish) because the rule is that a horse cannot finish without a jockey.
But has there ever been a race in which a horse without a jockey was the first to cross the finish line?