A sea pen is Gorgonia. it belongs to Phylum Coelenterata. This is also known as Phylum Cnidaria due to the presence of Cnidoblast cells. These are stinging cells present on the tentacles. This phylum includes tissue level organisation and are acoelomates. Metagenesis is the characteristic feature seen in many Coelenterates.
Sea horse is a chordate (Osteichthyes). Sea hare and sea cucumber belong to Phylum Mollusca.