just copied this from wikipedia
Attempts have been made to train zebras either for riding or to pull freight draft use. They have better resistance than horses to diseases in Africa. Unfortunately, although their will can easily be broken, they are highly strung. For this reason, zebra-mules or zebroids (crosses between any species of zebra and a horse, pony, donkey or ass) are preferred over pure-bred zebras.
In England, Lord Rothschild frequently used zebras for drawing carriages. In 1907, Rosendo Ribeiro, the first doctor in Nairobi, Kenya, used a riding zebra for doing house-calls. Captain Horace Hayes, in "Points of the Horse" (circa 1899) compared the use of different zebra species.
Hayes saddled and bridled a Mountain Zebra in less than one hour, but was unable to give it a "mouth" during the two days it was in his possession. He noted that the zebra's neck was so stiff and strong that he was unable to bend it in any direction. Although he taught it to do what he wanted in a circus ring, when he took it outdoors he was unable to control it. He found the Burchell's Zebra easy to break in and considered it ideal for domestication as it was also immune to the tsetse fly bite. He considered the quagga well-suited to domestication due to being stronger, more docile and more horse-like than other zebras.