Using The Horse, Shadowmere, As Movable Storage:

Shadowmere is a hero character, meaning that you can not kill him. Since he is an animal you can loot him when he is knocked unconscious. You can also stock up items on him and they will stay on him throughout the game until you knock him out and remove them.

The steps to do this are as follows:
1. Get Shadowmere (Fort Farrgut) and knock him unconscious (kill him).
2. When he is laying on the ground you can open his body like any normal corpse.
3. Place any items you wish to transport into his corpse's inventory.
4. Let him get up and then go and take him wherever you want.
5. To get the items back you can knock him out and take them out. They never disappear.
You can have items in him for as long as you want. Even if he respawns back at the Fort Farrgut he will still have your items on him.