According to Wikipedia it is actually a Nazi and later Russian propaganda myth. However, the article goes on to claim that Polish cavalry did on one occasion charge elements of a German Panzer division, and drove them back. Off course, for all we know these "elements" might be scouts or supporting elements, not tanks. It also worth bearing in mind that most German tanks at this stage were of the Pz I or Pz II type, which were little more than armoured cars.