Due to the nature of trench warfare, a cavalry or a horse-back squad would’ve been rather useless in the war. But, I also know that countries had not anticipated trench warfare – they didn’t know that there troops were going to dig holes in the ground to defend themselves from enemy machine guns. So I was just wondering if any countries deployed their cavalry.
At the risk of flogging a dead horse here, I think we need to mention another aspect - the attitudes of the top commanders. The most glaring example I have in mind is Haig who famously told young officers (the remark may be apocryphal but certainly reflective of his recorded opinions) in July 1914:
Well, that may be understandable, but amazingly the man persisted in this opinion and this is waht he had to say in 1926 (yep, nineteen twenty-six, eight years after the end of the war):
(quoted from a page that does a really admirable job of skewering Haig).
However, not all cavalry commanders of WWI were bloody cruel butchers like Haig. An example of a cavalry general who both did his job well (on the Eastern Front) and learnt enough in the process to realize that cavalry was over is Mannerheim.
One more thing worthy of mention: Celaya.
Cavalry was used only sporadically in World War I. On the Western Front, there were only a handful of divisions used for "special services" such as scouting and transport. http://en.wikipedia.org/wiki/British_cavalry_during_the_First_World_War
In the Eastern front, where distances were larger, cavalry was used as "spearheads," e.g. by the Germans at the battle of Tannenburg, and by Russia's General Brusilov.
Cavalry was also used in "peripheral" areas such as the invasion of Iraq (then held by the Ottoman Empire).
Probably the only large cavalry charge is the one Australians performed during the battle of Beer Sheva. The ANZAC forces were in fact mounted infantry and the charge was performed with infantry weapons (no lances but rifles with bayonets), this was surprising for Turkish defenders. It was so quick that the Turks could not destroy wells.
On other fronts (especially in Poland, Russia and Romania) cavalry performed reconnaissance tasks, but played no major role in any battle. Many cavalry men changed forces; one of the most notable examples was Manfred von Richthofen, the best pilot during the war. He had the rank Rittmeister, which is cavalry captain. His brother, Lothar, also a famous ace, was a cavalry man too.