What do we mean when we say it today?
Usually people say this phrase when they really want something that just ain't available. A horse? Not so much. Anything else that you really, really need and don't have right in front of you? Sure, go right ahead. Some people even switch out the word "horse" for whatever it is that they need. Shmoop's kingdom for a cronut!
Let's say you just found out you can use calculators on your upcoming math test, but you don't have one. With the amount of decimal points and crazy figures that your teacher has put on the test, there is no way you'll be able to finish in time (let alone ace it) without a calculator. So you might say: "A calculator! A calculator! My kingdom for a calculator!"