My Pal Trigger

This movie tells how Roy Rogers first receives Trigger.

From Amazon:

It is a touching story of Trigger and the beginning of Trigger's and Roy's relationship. Along with co-stars, Dale Evans and Gabby Hayes, Roy breeds his prized mare, Lady, to Golden Sovereign, the fastest horse in the west.

The owner of Golden Sovereign refuses Roy's request, but amazingly Lady and Sovereign run off together. Roy is accused of shooting the stallion.

Roy is not about to let him get away with that and promises to prove to one and all that the best horse in the world is - Trigger.