Sleipnir.
In the Poetic Edda, Brynhildr's trip to Hel after her death is described and Odin, while alive, also visits Hel upon his horse Sleipnir. In Snorri Sturluson's Prose Edda, Baldr goes to Hel on his death and subsequently Hermóðr uses Sleipnir to attempt to retrieve him.