The line is from Shakespeare's play, Richard III (Richard the third). In the middle of a great battle, King Richard has lost his horse and finds himself afoot. In desperation, he cries out, 'A horse!...
From Shakespeare's Richard III, 1591/2:
CATESBY:
Rescue, my Lord of Norfolk, rescue, rescue!
The king enacts more wonders than a man,
Daring an opposite to every danger:
His horse is slain, and...