The Collaborative International Dictionary of English v.0.48:

Horse Guards \Horse" Guards`\ (Mil.)
   A body of cavalry so called; esp., a British regiment, called
   the Royal Horse Guards, which furnishes guards of state for
   the sovereign.
   [1913 Webster]

   The Horse Guards, a name given to the former headquarters
      of the commander in chief of the British army, at
      Whitehall in London.
      [1913 Webster]