Srimad-Bhagavatam describes numerous pastimes wherein the Lord, manifesting as Matsya Avatara or Lord Hayagriva, comes to kill a demon who has stolen the Vedas. Both Matsya and Hayagriva Avatars are said to have killed the demon Ajnana but in another pastime, the demon himself was named Hayagriva and he was slain by Matsya.

"Once, at the end of the previous kalpa, a demon named Hayagriva wanted to take the Vedic knowledge away from Lord Brahma at the time of annihilation. Therefore the Supreme Personality of Godhead took the incarnation of a fish at the beginning of the period of Svayambhuva Manu and saved the Vedas."

Srimad-Bhagavatam 8:24 Summary

"At the end of Brahma's day, when Brahma felt sleepy and desired to lie down, the Vedas were emanating from his mouth, and the great demon named Hayagriva stole the Vedic knowledge.

Understanding the acts of the great demon Hayagriva, the Supreme Personality of Godhead, Hari, who is full of all opulences, assumed the form of a fish and saved the Vedas by killing the demon."

Srimad-Bhagavatam 8:24:8-9

"At the end of the last inundation [during the period of Svayambhuva Manu] the Supreme Personality of Godhead killed the demon named Hayagriva and delivered all the Vedic literatures to Lord Brahma when Lord Brahma awakened from sleeping."

Srimad-Bhagavatam 8:24:57

Lord Hayagriva

"At the end of each kalpa, when the demon Ajnana steals the Vedic knowledge, Lord Hayagriva appears and preserves it. Then He delivers it to Lord Brahma.

At the end of the millennium, ignorance personified assumed the form of a demon, stole all the Vedas and took them down to the planet of Rasatala. The Supreme Lord, however, in His form of Hayagriva retrieved the Vedas and returned them to Lord Brahma when he begged for them. I offer my respectful obeisances unto the Supreme Lord, whose determination never fails."

Srimad-Bhagavatam 5:18 Summary

"At the end of the millennium, ignorance personified assumed the form of a demon, stole all the Vedas and took them down to the planet of Rasatala. The Supreme Lord, however, in His form of Hayagriva retrieved the Vedas and returned them to Lord Brahma when he begged for them. I offer my respectful obeisances unto the Supreme Lord, whose determination never fails.

Purport: Although Vedic knowledge is imperishable, within this material world it is sometimes manifest and sometimes not. When the people of this material world become too absorbed in ignorance, the Vedic knowledge disappears. Lord Hayagriva or Lord Matsya, however, always protects the Vedic knowledge, and in due course of time it is again distributed through the medium of Lord Brahma. Brahma is the trustworthy representative of the Supreme Lord. Therefore when he again asked for the treasure of Vedic knowledge, the Lord fulfilled his desire."

Srimad-Bhagavatam 5:16:6

Bhaktivedanta Book Trust. Excerpted from texts and purports of HDG A.C. Bhaktivedanta Swami Srila Prabhupada.