Legend of the Silk Worm
The Chinese revered the silkworm often depicting them in literature and art with a horse's head. Legends like this may be the reason why:
In a remote antiquity a man had been far away from home for a long time. Back at home were his only daughter and a stallion. The young woman was anxious about her father's absence and jestingly she said to the stallion: "If you bring my father back I will marry you." After having heard this, the horse shook off its halter and galloped away; it returned with the father.
Afterwards every time the stallion saw the woman it was seized by a sudden passion. The father thought the horse's behavior strange and asked his daughter about it. She told him the truth about the promise. He felt great anger and refused to keep it. Instead he killed the horse, flayed it and dried the hide in the sun. When the young woman went to the place where the hide was stretched, it suddenly moved and wrapped itself around the young woman and flew away. The woman and the hide were found on a branch. They turned into a silkworm and died.
-- Joseph Needham, Science and Civilization in China