Sleipnir

Sleipnir (スレイプニル) is an eight-legged horse in Norse Mythology, and the steed of Odin. In the world of Toaru Majutsu no Index, its legend is used for a spiritual item by the Russian Orthodox Church, as an 8-legged metal horse that was meant to be used in the intense cold.

Etymology
The word Sleipnir in Old Norse means "slippy" or "the slipper". Sleipnir is the name of Odin's eight-legged steed, the son of Svaðilfari and Loki, said to be the best of all horses.

Principles
The Sleipnir appears as a horse made of silver metal, and have 8 legs. These horses were made to help across snowy plains. These horses apparently act like real ones, and can be rode on like a regular horse and can easily pull large carriages covered it metal plating.

Toaru Majutsu no Index
Prior to the start of the story timeline, the Divination Operation Brigade was chased in Russia by members of the Russian Orthodox Church using Sleipnir spiritual items. They later escape successfully with the help of William Orwell.

British Royal Family Arc
After the Russian Orthodox Church falls into the hands of Fiamma of the Right, Vasilisa has Sasha Kreutzev escape into the snowy Russian lands. Here, she is pursued by members of Annihilatus using Sleipnir.

World War III Arc
While Touma and Lessar are discussing their next course of actions, they saw several Sleipnirs to which Touma mistakes as large military trucks until he saw the horses pulling them. Lessar then explains what it is and told Touma that villagers are probably being transported to concentration camps. Touma then planned to save the villagers.