My Little Pony: The Movie My Little Pony: Rescue at midnight castle My Little Pony: Escape From Catrina There are others but I've only watched these so far, i watched them when i was a kid, if you haven't i think you should watch them my favorite one is rescue at midnight castle!
Actually, Shining Armor did have his Cutie Mark in that song. If you pay attention to only him at the part where filly Twilight is jumping around him before he gives her a noogie, you'll see it's there.
Well um... In the show he did have his cutie mark, and he was like a teen so even a few years before when Twilight was born he'd be more than a filly which is around when little pony's get their cutiemark.