The new Space Wolves Codex includes rules for Space Marines mounted on Thunderwolves. I believe the only such miniature currently available is Canis Wolfborn for $42.
But James Bowen discovered that the plastic wolves that often come with Snake-Eyes figures are the perfect size:
Take a dremel and carve out there the marine legs will fit. Take the Marine legs and cut the legs off at the hip joints, then reposition them back farther apart with greenstuff. When that is dry, fill the gouge in the wolf's back with greenstuff or modeling putty and push the legs into place. You can then either cut off the excess greenstuff or add more to fashion it into a saddle. For the reigns I used small link jewelry chain with a bit of superglue to keep them from moving after I have it in position. If you're feeling up for the task you can replace a leg or an eye with scratch built cybernetic replacements for extra character. Then just add in some extra bits (I used shields for the rear flanks), prime and paint.You can see more photos of this and other projects by James here.
*Previously: Master Chief/Warthog custom Transformer by James.
*Buy Space Wolves at eBay.