January 23, 1795. A troop of absolute madman French cavalry capture the Dutch war fleet at anchor off the coast of Holland. On horseback. At night. ON ICE.
If we start with the French Revolution, we'll be here all day, so let's just cut to the chase. The French Revolutionary Armies had driven the British, Dutch and Austrians out of Belgium in 1794 and as a result had launched an attack straight into Holland itself. General Charles Pichegru led the French army that moved into the Netherlands and set up shop in Amsterdam in early January 1795. Many of the Dutch proved surprisingly receptive to Revolutionary ideals, but the Dutch fleet escaped to the sea, out of French reach.
This was one of the coldest winters in Europe's history, so as the troops were settling into houses and lighting fires, General Pichegru was surprised to get a message from friendly Dutch spies. They told him that the unusual cold had frozen some of the inland waters of Holland, and the bulk of the Dutch battle fleet - 14 powerful ships of the line - were stranded offshore near Den Helder. Pichegru, sensing a one-in-a-million chance, decided to act.
The French 15th Hussars, each riding double with an infantry grenadier, set out immediately. They were led by a French-aligned Dutchman named - no joke - General de Winter. As they reached the coast, they could see that the spies had been right: the hulks of the enormous ships loomed across the thin ice covering the salty inlet. The question was - would the ice support them?
Only one way to find out.
The French cavalrymen had covered their horses' hooves with fabric to muffle their clatter on the ice, which did not help as the poor animals slipped and skittered across the slick surface. Probably believing that no one would be nuts enough to try something like this, every man in the Dutch fleet was asleep. To everyone's surprise and relief, the ice did not break.
One can only imagine the faces of the Dutch admiral and his sailors as they were taken, in their beds, by the French troopers. Not a shot was fired, not a man was lost, and just like that: 14 men of war, several merchant ships, and 850 cannon came into French hands.
The capture of the fleet capped off the French conquest of the Netherlands. There was a lot more to come in the next few years, but nothing quite like this would happen again during the French Revolutionary Wars.
That's not to say that cavalry has never captured ships again. You'd be surprised. There was this guy in Venezuela...but maybe next time.
Don't know of many books in English about this incident in particular, but for the French Revolutionary Wars it's actually kind of tough to find a readable primer. Charles J. Esdaile is a highly opinionated writer, but his The French Wars, 1792-1815 (London: Routledge, 1999) is as good an introduction as any. For the Revolution in general, Christopher Hibbert's The Days of the French Revolution (New York: William Morrow, 1999) is a fair introduction as well.