The Collaborative International Dictionary of English v.0.48:

Whinny \Whin"ny\, v. i. [imp. & p. p. Whinnied; p. pr. & vb.
   n. Whinnying.] [From Whine]
   To utter the ordinary call or cry of a horse; to neigh.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Whinny \Whin"ny\, n.; pl. Whinnies.
   The ordinary cry or call of a horse; a neigh. "The stately
   horse . . . stooped with a low whinny." --Tennyson.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Whinny \Whin"ny\, a.
   Abounding in whin, gorse, or furze.
   [1913 Webster]

         A fine, large, whinny, . . . unimproved common.
                                                  --Sterne.
   [1913 Webster]

WordNet (r) 3.0 (2006):

whinny
    n 1: the characteristic sounds made by a horse [syn: neigh,
         nicker, whicker, whinny]
    v 1: make a characteristic sound, of a horse [syn: neigh,
         nicker, whicker, whinny]

Moby Thesaurus II by Grady Ward, 1.0:

43 Moby Thesaurus words for "whinny":
   bark, bawl, bay, bell, bellow, blare, blat, blate, bleat, bray,
   call, caterwaul, cry, give tongue, give voice, howl, low, meow,
   mew, mewl, miaow, moo, neigh, nicker, pule, roar, screak, scream,
   screech, squall, squeak, squeal, troat, ululate, wail, whicker,
   whine, yap, yawl, yawp, yelp, yip, yowl