(Just assuming here) there was probably a riot or other violent encounter and the policemans horse got shot or otherwise severely wounded. Horses are not as indestructible as some people think they are actually fairly fragile animals.
So apparently the horses leg got pulled into a cement truck mixer. Which obviously destroyed her leg and the horse was unforturately euthanized right there on the street however that was not her rider, her rider was sent to the hospital for precaution and a fellow officer layed down beside her covering her face as she took her last breaths :,(
http://www.telegraph.co.uk/news/worldnews/northamerica/usa/12040600/Heartbroken-police-officer-comforts-dying-horse-on-side-of-the-road.html
horse was hit by a cement truck