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In The Lord of the Rings: The Return of the King, Chapter 1, Pippin is riding Shadowfax with Gandalf on their way to Minas Tirith.

Just after Gandalf points out to them that 'the beacons of Gondor are alight, calling for aid', the following scene happens.

But Shadowfax paused in his stride, slowing to a walk, and then he lifted up his head and neighed. And out of the darkness the answering neigh of other horses came; and presently the thudding of hoofs was heard, and three riders swept up and passed like flying ghosts in the moon and vanished into the West.

Who were these riders? Where were they going, and why did Shadowfax call to them?

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They were the errand-riders sent from Gondor to ask for Rohan's help in the defense of Minas Tirith. I assume that Shadowfax called to them because he sensed they were friendly.

They meet with King Theoden at Harrowdale and present him with the Red Arrow (the sign that Gondor invokes the alliance between the two countries).

He sank to one knee and presented the arrow to Theoden. "Hail, Lord of the Rohirrim, friend of Gondor!" he said. "Hirgon I am, errand-rider of Denethor, who bring you this token of war. Gondor is in great need. Often the Rohirrim have aided us, but now the Lord Denethor asks for all your strength and all your speed, lest Gondor fall at last.

The Return of the King Chapter III (The Muster of Rohan)

After Theoden says he will ride to Gondor, the errand-riders set off home, but were killed before they could make it, so that Gondor didn't know that Rohan was coming to their aid. Theoden is told of their deaths.

But soon Elfhelm returned. "The scouts have found naught to report beyond the grey wood, lord" he said "save two men only: two dead men and two dead horses"

"Well?" said Eomer. "What of it?"

"This lord: they were errand-riders of Gondor; Hirgon was one maybe. At least his hand still clasped the Red Arrow, but his head was hewn off. And this also: it would seem by the signs that they were fleeing westward when they fell. As I read it, they found the enemy already at the out-wall, or assailing it, when they returned - and that would be two nights ago, if they used fresh horses from the posts, as is their wont. They could not reach the City and turned back."

"Alas!" said Theoden, "Then Denethor has heard no news of our riding and will despair of our coming."

The Return of the King Chapter V (The Ride of the Rohirrim)

Additional information from the comments (thanks to Matt Gutting and Jelsema)

The above quote only accounts for two of the three riders (Hirgon and one of his companions). The fate of the third is not known; we can suppose that he was killed somewhere else, or even managed to escape. He could not have returned to Minas Tirith as word of the Ride of the Rohirrim did not reach the city until their horns were heard at cock-crow in the Battle of the Pelennor Fields.

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    That accounts for two errand riders; but there were three horses heard. It seems a good justification of the hypothesis that these were indeed the errand riders of Gondor should explain that fact.
    – Matt Gutting
    Jun 28, 2016 at 6:40
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    Additional support for this is in the development of the text appears to confirm this answer. Speaking of Gandalf and Pippin's ride: "Riding for the third night (5/6) they see the beacons flare out and are passed by messengers on swift horses speeding from Minas Tirith to Edoras." (HoME VIII: The War of the Ring, Minas Tirith). I'm not sure what happened to the third messenger -- captured; fled further and died elsewhere; left mysterious; simply forgotten by Tolkien; etc. -- who knows, but I think all signs point to this.
    – Jelsema
    Jun 28, 2016 at 14:16
  • @Jelsema I agree that finding only two bodies doesn't mean that they were not part of a group of three. And I strongly suspect that Tolkien would have said the same thing if asked.
    – Blackwood
    Jun 28, 2016 at 15:14
  • given the orc fondness for "manflesh" the 3rd body probably disappeared quickly-
    – duck113
    Jul 1, 2016 at 2:19

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