Craven is a sorrel palfrey mare.
A Storm of Swords
The morning after the Red Wedding, Sandor Clegane and Arya Stark find a saddled mare wandering in a field without a rider; it is likely that the horse's owner was killed during the Red Wedding, and the horse fled. Arya names her Craven, due to the mare's meek nature compared to Sandor's fierce warhorse, Stranger. Arya rides Craven when she and Sandor venture into the foothills of the Mountains of the Moon, and she grooms the horse while they stay in a village.
Sandor becomes badly wounded after fighting the Mountain's men at the crossroads inn, and Arya leaves him to die near the Trident. She rides Craven to Saltpans, where she tries to sell the horse. The woman who buys the mare recognizes her as a well-bred steed, and threatens Arya that if she does not accept the price offered, she will be reported to the castle for stealing some "good knight's horse". Since there are too many witnesses around, Arya accepts the offer and the meager purse. Arya feels the woman would not have dared cheat the Hound.
—thoughts of Arya Stark