EDIT 11/2/18: With the MLP holiday special "Best Gift Ever" presenting reindeer as canon species this fan club has now been expanded to include them. As it stands both the deer as presented in the IDW comic arc "Root of the Problem" and the magic reindeer from "Best Gift Ever" fit here; not to mention Velvet from "Them's Fightin' Herds." :p
All right, thanks to issues #27 and #28 we now have deer a part of the lore in "Friendship is Magic." Granted we probably won't be seeing them in the show, but their in the lore now. <3
So yeah, we have King Aspen, his son Bramble, and Blackthorn, and the deer live in Thicket.
I just LOVE their design!