There were only seven companies of cavalry with McDowell's army: Companies A and E, 1st US Cavalry; B, E, G, and I, 2nd US Cavalry; and K, 2nd US Dragoons.
Innis N. Palmer, USA.
Here is Major Palmer's official report of the U.S. Cavalry Battalion at Bull Run:
"CAVALRY CAMP, NEAR ARLINGTON, July 23, 1861
SIR: In obedience to circular from brigade headquarters of this date, I have the honor to submit the following report of the operations of my command during the battle before Manassas on the 21st instant. My command consisted of one company of the Second Dragoons, Capt. F. C. Armstrong commanding, two companies of the First Cavalry, under Capt. A. V. Colburn, and four companies of Second Cavalry, under Capts. A. G. Brackett, W. W. Lowe, J. E. Harrison, and First Lieutenant Drummond.
At the commencement of the action the whole cavalry force was ordered to the front, and it took a position on the extreme right of the line. From this point portions were detached from time to time, to support the different batteries and to examine the ground on the left of the enemy's line.
While they were thus engaged, a small body of the enemy's cavalry, which had charged through the New York Zouave Regiment, came within short distance of my command, and I directed a small party, under Sergeant Sachs, of the Second Dragoons, to pursue them. He succeeded in capturing several prisoners, among them General George Steuart, of Maryland.
During the entire action the cavalry, sometimes together and sometimes in detachments, moved by the direction of the commanding general to various points in the field, where there was a prospect of their being able to act to advantage. When the force on the right of our attacking line first gave way, all of my officers, assisted by Governor Sprague, of Rhode Island, endeavored to rally them, and I found it necessary to deploy the cavalry to oppose the retreat of these men. They were, however, totally demoralized, and a galling fire, opened suddenly from the woods in front of us, made all our efforts unavailing.
When the retreat from the field became general, the whole of the cavalry, excepting those killed, wounded, or dismounted by loss of horses, was together, and in good condition. I was directed to cover the retreat, assisted by a section of Arnold's battery. The enemy rapidly advanced upon the rear, and at the crossing of Bull Run it was necessary to form my command to receive their cavalry. Two shots from the guns of Arnold caused them to retire, and soon after I received orders to push on as rapidly as possible in order to save my command. I reached Centreville about 8.30 p.m., and this place at 5.30 a.m. the next morning.
The conduct of officers and men throughout the day was in the highest degree praiseworthy.(*)
All of which is respectfully submitted.
I.N. PALMER,
Major, Second Cavalry, Commanding Cavalry."
Reported casualties for Palmer's Cavalry Battalion:
The "General Steuart" of Maryland taken by the cavalry in their countermove against the Confederate Cavalry which pressed on the zouaves, was Major General G.H. Steuart, Sr., of the Maryland Militia, who was holding no command on the field, but was searching for his son, the Colonel of the 1st Maryland CSA...
Albert Brackett, who commanded one of the US Cavalry companies, noted of the prisoners taken in the action;
New Haven Evening Register, CT, 4-5-1885.
Albert G. Brackett, 2nd US Cavalry.
Col. Samuel Heintzelman, in whose command was the New York Fire Zouaves, who were scattered by the attack of Stuart's Virginia cavalry upon them, also mentions that when Stuart's cavalry passed by, Capt. A.V. Colborn's 1st cavalrymen opened a fire upon them, killing and wounding several (besides those taken prisoner by the 2nd Dragoons):
"Ricketts' battery on its right. As soon as they came up I led them forward against an Alabama regiment, partly concealed in a clump of small pines in an old field, At the first fire they broke, and the greater portion fled to the rear, keeping up a desultory firing over the heads of their comrades in front. At the same moment they were charged by a company of secession cavalry on their rear, who came by a road through two strips of woods on our extreme right. The fire of the zouaves killed four and wounded one, dispersing them.
The discomfiture of this cavalry was completed by a fire from Captain Colburn's company of U. S. cavalry, which killed and wounded several more."
Col. Porter, the brigade commander to which Palmer's Cavalry battalion was attached, gives more detail on the Cavalry's role with his command:
Col. Porter, Official Report, Bull Run...
including notices of their covering the retreat of the army:
"The commanding general then ordered a retreat upon Centreville, at the same time directing me to cover it with the battalion of regulars, the cavalry, and a section of artillery. The rear guard thus organized followed our panic-stricken people to Centreville, resisting the attacks of the rebel cavalry and artillery, and saving them from the inevitable destruction which awaited them had not this body been interposed."
Albert G. Brackett's later history of the US Cavalry notes how it was disordered by the loss of senior officers, many resigning to join the Confederacy (including Col. Lee, etc.)
From page 215 of the linked book, Brackett describes their participation at the Battle of July 21 in some detail...
Brackett, US Cavalry, archive.org...
noting they were principally on the right flank...
He describes their rear guard action for the withdrawing army, etc.
The following were the officers of US Cavalry (and dragoons) on the field (Col. Hunter was commanding one of McDowell's infantry divisions);
Lt. George A. Custer served with Company G, 2nd US Cavalry in the Battle. Custer recalled that Captain Frank C. Armstrong of Co. K, 2nd Dragoons was a particular inspiration in the action...
During the retreat, Armstrong and his dragoons, with Arnold's Battery, fought the last rear guard action at Cub Run, where Arnold's guns were abandoned.
Armstrong indeed resigned his commission in August, 1861, and subsequently served the Confederacy as a Brigadier General, serving under General Forrest at Chickamauga, and was notable covering the retreat of Hood's army to Mississippi after the Battle of Nashville, and was finally captured at the Battle of Selma, in April, 1865.
Gen. Frank C. Armstrong, CSA.