[From the forums - stabguy]
The horse exploit is a broken timeline exploit in Assassin's Creed Brotherhood. You may have noticed some things in the game like how it keeps track of how much ammo your ranged weapons have, and also when you replay memories you seem to have a different weapon equipped. It's because the game keeps track of these things when it auto saves.
The horse exploit allows you to start the checkpoint of the mission on a horse. To do this get on a horse when you have to assassinate the Baron and have it auto save (it auto saves when you fail the five minute full synchronization). Then get detected to restart from the last checkpoint and you will appear on a horse! I show a blitz using the horse. This isn't the fastest possible assassination, just an example. It might be possible to do a super fast blitz by using a ranged weapon on the horse since you are able to aim above the stairs while riding it. However I haven't been able to kill the Baron like that, especially since it's hard to aim manually while on the horse. If it is possible the Baron can be killed in just a few seconds.
I also show something funny afterward. The hostage can have a heavy or long weapon in her during the scene after the assassination. First distract the Baron with a smoke bomb or money, then equip the weapon, hold down the button, call assassin recruits or arrow storm, then let go of the button right before the Baron dies. You'll likely hear the sound of the weapon hitting someone when this works. Make sure the hostage is between you two or you might accidentally throw the weapon at the Baron. Now enjoy the hilarity with a whole scene of an impaled character. Afterward the weapon falls to the ground when she disappears.
---promoted to front page by Ian---
For the Baron and Banker assassinations detection will result in desyncronization. You can avoid being detected by the target if you throw a smoke bomb then quickly grab him with a weapon (kill all the nearby guards first). Then you can move him anywhere you want, just be sure to throw him instead of let him go since he will probably see you. In addition there are other detection tricks on both targets.