I used some knights of dol amroth during a match i played a few months back. I'm under the assumption that cavalry models are pretty good. Even when led by imrahil, all my knights were dead in two rounds after their charge. Imrahil survived, in fact he was my man of the match, but all his troops died really fast. Any advice?

Can you give us any details about the game?

If you're facing a force of an equal or higher fight value, then they're more of a reinforcement, second wave than a shock troop. You need to pick your fights carefully, make sure you don't get surrounded. Never charge their front line, either charge at the flank or skirt around at the back. Keep them out of the way of archers, because it's a heavy loss if you lose a knight. Don't charge them at models with banner support or pike support. Imrahil is a fantastic hero, because he offers a great banner re-roll, which is all the more useful for cavalry, as they need to be winning every fight.
They're a very delicate glass hammer, and like every troop, how you use them depends on your play style and what opponents you're facing, but if you go in there with the expectation of the Rohan charge at the Pellenor fields, you will lose your cavalry to bad strategy and lack of anticipation of problems.

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In my opinion cavalry and knights of dol amroth are generally overrated in large numbers. How many did you have?

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BLACKHAWK 2010 2013 2015 DYNASTY

Lol, I did all of those. Perhaps that was my problem.

I actually don't think I've ever had cavalry destroy an opponent's army, nor have I really witnessed any games where they do. All the reasons given above really limit their effectiveness when you're trying to butcher an army.

Does that mean I have a poor opinion of them? Not at all! Here's what I've noticed about them; people are terrified of them. A successful cavalry charge is always a threat, which means it's always on your opponent's mind. Your opponents might move their stronger heroes to where your cavalry are poised to charge, giving the rest of your army an easier time. They might burn some might to move out of your range or to close up a flank. More often than not, they'll assume the worst and commit more resources to preventing your cavalry charge than is really necessary, which means the rest of your army is having an easier time.

If you think of them as a mobile clean-up crew, they should start doing a lot better for you.

For the record, I had 5 knights and Imrahil mounted. Imrahil performed fantastically well and he remained mounted until the last two rounds. It was his 5 knight who failed miserably. Most of them survived in foot form for the duration of the game, but their horses were dead right away.

I wouldn't use them in a front on charge against a supported line - though the heavily armoured ones are better at that like the Knights. I also find in general that my opponents first move on winning a fight is to kill the horse. This I am not bothered about because while that is the Cavalry advantage gone I still have a warrior in the fight!

I would agree with what the others have said - they tend to be a a very useful distraction as they are a threat and can strike quickly from afar and get around the battlefield quickly, forcing your opponent to deal with them by reinforcing certain areas in response or using up might etc... As I find they get targeted I tend to use them as a screen a fair bit, shielding any elite footmen and my heroes from ranged fire.

It can be worth them hitting the line right before your infantry to try and tear some holes before using might if they have a captain to get out of the way - shock troops is the best use - make use of the charge and don't get overwhelmed as it will negate the attack bonus.

Those are my thoughts though i tend to use Warg Riders or Riders of Rohan most and then I make use of their shooting abilities as well as charge power and the extra strength of the warg in the fight!

I think that, often, hitting the horse is the right thing to do. Usually, horses go down easier than riders and it can be painful. Killing the steed of a Knight of Dol Amroth or a Morgul's is a 10 point loss (9 for the horse, 1 for the lance). Instead of a model who can strike 4 times with +1 to wound, you are left with a very expensive infantry model. A horseless rohirrim is hardly a treat. Killing an hero's horse will greatly decrease his killing power.
Of course, when chances to kill are the same for both target, is better to aim for the rider.

Hence my reprehension to use cavalry

Well that has been my confusion when i use wargs as the defences is the same (or with shield still only needs 5's from a S3 warrior) But then with Wargs there is always a risk the wolf will stick around which there isnt with horses. Despite the risks and even if they do nothing except be shot at I enjoy using them - the threat is often enough to change a battle as they draw attention

If you use cavalry well, they can be killing machines. I usually let my infantry (mostly axeman of lossernach and clansmen of lamedon) clash with my opponents lines and then the cavalry can go arround the flanks.
sometimes i'll wait 2 or 3 turns for the lines to break and if you time it right your cavalry can break the enemy in 1 or 2 turns.
So the support of an infantry line i in my opinion verry important for cavalry

In one game i played for example 6 knights of dol Amroth with Imrahil took out a full warband of black guards of Barad-dur lead by the dwimmerlaik, who where fighting my axeman of lossernach, in two turns and the Dwimmerlaik himself fell the next turn

I love using cavalry and have even taken all mounted forces to tournaments a good few times.

First of all, Dol-Amroth Knights suffer because they really are the elite of the elite. Like Morgul knights they clock in at a very high pts cost and will have the same number of attacks as a cheaper knight of gondor. That said, they're fight 4 standard and have armoured horses which can be handy. Running them with Imrahil is pretty standard as he complements them really well.

Next up I completely agree with pretty much everything Isilduhrr said in how to use cavalry. Pick your moment. You have the mobility so in most cases you're able to dictate where the first combat is fought. You need the first round of combat to go in your favour so be selective of fights and watch out for sorcerous blasts or hurling monsters.
The trick to using an entirely mounted army is to bring as many of your riders as you can onto a much smaller part of the enemy. If you're running any infantry at all then these must be used to support each other.
Sometimes the infantry need to tie up the enemy first and allow the cavalry to flank. Sometimes you may want the cavalry to charge on one side and have infantry spear support arriving in the next turn to bolster them (don't get too comfortable doing this though as the infantry behind can prevent your cavalry disengaging if they need to)

Cavalry can definitely smash all infantry armies (it can also be hilarious watching them outmanoeuvre dwarves but sometimes you'll also find that they struggle to deal with numbers as infantry armies out there will usually have more models.
Practice will make perfect and sticking with cavalry is the only way to learn how to play with them competitively.

What pts were you playing and which mission, what did each army include?