Philomena

Philomena is Princess Celestia's pet phoenix.

History
Her first (and so far only) appearance is in A Bird in the Hoof when Fluttershy takes Philomena from Princess Celestia without permission to heal the bird when the pegasus believed that Philomena was sick. Philomena was also messing around with Fluttershy and refusing the things Fluttershy gave her just for the fun of it.

Like all phoenixes, Philomena plucks all her feathers and burns into ashes at the end of her life cycle, but rises from the ashes to renew herself good as new.

Trivia

 * Philomena's name is of Greek origin, meaning "powerful love".
 * She might also be related to a Huma Bird.