From a Russian site devoted to the Taigan, the Kirghiz Borzoi.
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The Borzoi - the Psovaya Borzaya or long-haired sighthound, and the Hortaya Borzaya or Chortaj - the short-haired sighthound, are of plausibly Scythian descent.
The Scythians, or their direct ancestors, could have been the first culture to ride the domesticated horse.
Sighthounds, dogs that hunt primarily by sight, include the Saluki, the Whippet, the Greyhound, the Irish Wolfhound, and the Scottish Deerhound.