Bumpkin was one of the ponies that Merry owned and brought with him for Frodo, Samwise, and Pippin and himself to use for their journey, with his other four ponies.
Merry lost his ponies when they were in Bree, where the ponies got loose, as someone seemed to have let all the ponies out of the stable. But all Merry's ponies came back to him, as they had galloped to Tom Bombadil's house, as he owned a pony named Fatty Lumpkin. Tom Bombadil let the ponies stay for a bit then sent them off to Barliman Butterbur (bartender in Bree) The ponies were cared for by Bob, who was the ostler at the Inn of the Prancing Pony.