TL;DR Yup. They had one fight...it didn't go well.

During the Civil War, at least two companies of lancers formed in Texas and participated in the invasion of New Mexico - Companies B and G of the 5th Texas Mounted Infantry Regiment. They likely took inspiration for taking up such arms (eight-foot staves with foot-long, three-inch wide points, each festooned with a white star-bearing red pennant to be precise) from a similar unit of Californian Mexicans who, in 1846, ripped General Stephen W. Kearny and his Dragoons to shreds at the Battle of San Pasqual - 21 Dragoons were killed and scores severely wounded, including Kearny himself, in just 15 minutes of combat.

The Texans who formed the aspirationally-named Army of New Mexico had not been high on Richmond's supply list. They were mostly armed with their civilian firearms, which is to say squirrel guns, shotguns*, and assorted pistols, although some did have more modern rifled muskets and carbines. (Hence a few companies possibly saying to themselves, "spears never run out of bullets," in addition to the example set at San Pasqual.) They faced Federal troops generally carrying standard issue weaponry, although some of the Colorado volunteers may have brought their own rifles (as mountain men are wont to do) or shotguns/smoothbore muskets as well. This disparity in arms would come into play at the only engagement the lancers fought in (as lancers, anyway), the Battle of Valverde. Valverde is a crossing on the Rio Grande a little north of Ft. Craig, which itself is a little north of halfway between El Paso and Albuquerque.

*People might be thinking SHOTGUN here, and while something similar certainly existed, I'm talking more about fowling pieces.

Now that we know where we are...why are we there? The Confederates, under Brig. Gen. Henry H. "Walking Whiskey Keg" Sibley (for real, that's what his troops called him behind his back - also, yes, that's "Sibley" as in "Sibley tent" for you frontier buffs), intended to not only take New Mexico with it's large tracts of... um, vast sources of... well, nothing was particularly of value to the Confederates in New Mexico, but it's rather inconveniently in the way of Colorado's gold and silver fields, the capture of which would secure the Confederacy's economic future. Indeed, after taking Denver, they would march through Utah, teaming up with anti-Federal Mormons, and take California! The Peculiar Institution in the Golden State, yes sir! If it sounds crazy to you, you ain't Jefferson Davis because he didn't say no when Sibley pitched this to him personally. And no matter what the broader Confederacy thought of New Mexico, Texas, ever since its independence from Mexico, claimed large swathes of the state for itself - even claiming its border ran to the headwaters of the Rio Grande in Colorado based on absolutely no historical or practical claims at all - and this Texan army, 3,000 strong, was eager to invade.

The first Federal obstacle they faced was Ft. Craig, having lost about 500 men to disease, desertion and Apaches on the way - one Texan diarist wrote "The mountains here are full of Indians, and we dread them worse than we do the Lincolnites." The fort was manned by Col. Edward Canby (30th in his class of 31 at West Point, but careful and extremely conscientious of his men and their condition and quite the epitome of tough-but-fair; also later [as a Major General] the highest-ranking officer killed in the "Indian Wars") and 4,000 troops, and its walls bristled with 12-pd Napoleons, 24-pd howitzers, and some formidable new, long-barreled heavy artillery.

However, 2,800 of those troops were not U.S. Army regulars, but rather local (and heavily Hispanic) militia and volunteers. Like many officers of his day, most of whom had fought in the Mexican-American War, Canby had a less-than-complimentary opinion of these soldiers, calling them "worse than worthless" and claiming that their deserting "only adds to rather than diminishes our strength." While he may have been correct that these men largely didn't speak English (a problem when your officer giving commands under fire doesn't speak Spanish), weren't trained in coordination with artillery, and had no particular allegiance to the United States (if you were old enough to be a militiaman in 1862, you were old enough to remember the American invasion of 1846), he misjudged their distaste for Texans (see unwarranted territorial ambitions above). Also, those formidable new, long-barreled heavy artillery? Painted pine logs. Again, not kidding - the men called them "Quaker guns" because of Canby's Quaker heritage.

But, they worked - Sibley declined to make a frontal assault on the fort, instead asking if Canby might possibly consider surrendering. Now, these two had served together in New Mexico untill 1861. Canby was Sibley's commanding officer. They had chased "renegade Indians" together. They knew each other, and the territory, quite well. Canby politely declined, and Sibley began attempting to draw Canby's force out of the fort where he was sure it would be smashed. Canby sensibly declined to leave the fort with its food, water, ammunition, and medicine, until Sibley attempted a rather bold northern flanking maneuver and threatened Canby's supply line.

This led to the main bodies of both armies finally meeting on February 21, 1862. The Texans had marched without water for over 24 hours to reach the Rio crossing at Valverde, and a lively firefight broke out as Canby's troops contested their control of it. Sibley had apparently lost something in his whiskey bottle and spent the battle in his ambulance looking for it. As favor faded back and forth, and believing that they faced a poorly disciplined Hispanic militia unit^1, Sibley's second-in-command ordered a charge of the lancers. Capt. Willis L. Lang rallied Company B, and with about 50 men, they formed up, trotted forward, lowered their lances and charged abreast. Unfortunately for them, the company they faced was Company B of the 2nd Colorado Volunteers (who had busted some serious ass to walk from Denver to south-central New Mexico in four weeks in January), and as the lancers drew within 100 yards, their C.O. yelled, "They're Texans - give'em hell!" I'll let Pvt. Alonso Ickes describe what happened next:

the boys waited until they got within 40 yds of us when they took deliberate aim and it was fun to see the texans fall - they wavered for a few moments and then they came and fierce looking fellows they were with their long lances raised but when they got to us we were loaded again and then we gave them the buck and ball - after the second volley there were but few of them left and but one of them got away - the others were shot one bayoneted - G Simpson ran his bayonet through one and then shot the top of his head off.

(read the rest of his account here )

Sources vary, but it would seem that about 50 lancers charged in the only lancer attack of the Civil War, and the commanding officer, though mortally wounded (shot six times, in agony and judging recovery impossible, he shot himself a few days later) reported that nine men were killed outright and 11 were wounded. Nearly all of the horses were also killed or lost, a problem which plagued Sibley's entire force - before the battle, most of his troops had been mounted, although 150-200 horses were lost when a flamboyant Irish "spy" named Paddy Graydon used a pair of "torpedo mules" to stampede the herd (protip: strapping dynamite to mules, lighting the fuse, and then hoping they'll run away from their home and handler and towards a strange herd of horses is not the best use of mules or dynamite, but it will in a pinch get the job more or less done). After the fighting was over and Sibley had "won", he found most of his men afoot. I say he "won" because, yes, he held the field of battle, but he failed to destroy Canby's force or capture the fort, and lost most of his horses and used a lot of ammunition.

The survivors of Company B, and demoralized members of Company G, burned their lances and picked up shotguns. Willis Lang wrote: "Those who are called to shed a tear over the fate of their relative or friend may have the consolation that it was not over a coward. The conduct of the company will elicit applause from friend and foe."

Sources: Hampton Sides, Blood and Thunder; Ickes' diary entry; Texas State Historical Association; This article has an artist's interpretation of the charge; This one has Lang's letter. This feels like a long walk for a short stroll, but thanks for coming. Edit: sometimes when you type this much, you mess stuff up.

^1 The Hispanic militia units at Valverde performed quite well. Led by Kit Carson, who spoke fluent Spanish and was made a colonel to command the regiment of militia, they held their ground against repeated attacks and believed they were carrying the day when the order to retreat was sounded.

In the Revolutionary war/Civil war were

Which specific Revolutionary war/Civil war? From which country/area and time period?