It’s pronounced Cav-all-ry, not calvary (calvary is the name of the hill where supposedly somebody named Jesus of Nazareth was executed), and today’s German army still trains up old fashioned horse riders.
Video with soothing music in which male and female German mountain-soldiers (Gebirgsjäger) profess that their blond-haired horses are their comrades:
Video with more upbeat music showing Mountain troops having fun riding their horses (Pferde) through Alpine villages:
HI-TECH FAIL: NATO GERMANY PROVES MULES (Mulis) STILL RULE MOUNTAIN WARFARE