The Household Cavalry is made up of two regiments of the British armed forces, the Life Guards and the Blues and Royals (Royal Horse Guards and 1st Dragoons). These regiments are divided between the Armoured Regiment stationed at Combermere Barracks in Windsor and the ceremonial mounted unit stationed at Knightsbridge Barracks, London at the HCMR (Household Cavalry Mounted Regiment).
http://www.hmforces.co.uk/Join_The_Forces/articles/87-household-cavalry-mounted-regiment-hcr