The Indian Mutiny (or 1st Indian War of Independence) took place in 1857.
Thereafter, the cavalry regiments of the Bengal Army, Madras Army and Bombay Army (all part of the East India Company) were either disbanded, or transferred to the British Army.
Probably the most famous Cavalry Regiment was Skinner's Horse.
The 1st to 4th Bengal European Light Cavalry were transferred to the 19th, 20th and 21st Hussars.